+45.9%
FCX vs MUB
-0.1%
+46.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -0.6% |
| 7D | +4.4% | -0.8% | +5.2% | +6.7% |
| 30D | -16.3% | +2.4% | -18.8% | -22.1% |
| 3M | -12.5% | -1.1% | -11.4% | -3.4% |
| 6M | -8.0% | -1.0% | -7.0% | +1.8% |
| YTD | +20.1% | -0.3% | +20.4% | +32.8% |
| 1Y | +45.9% | 0.0% | +45.9% | +59.8% |
| All | +45.9% | -0.1% | +46.0% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling