+48.6%
FCX vs MUB
+0.4%
+48.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.2% |
| 7D | -2.4% | +0.6% | -3.0% | -3.8% |
| 30D | -18.0% | +3.4% | -21.4% | -25.9% |
| 3M | -14.3% | -0.7% | -13.6% | -6.8% |
| 6M | -1.7% | -1.0% | -0.8% | +8.6% |
| YTD | +19.8% | 0.0% | +19.9% | +31.9% |
| 1Y | +48.6% | +0.4% | +48.3% | +61.7% |
| All | +48.6% | +0.4% | +48.2% | +61.7% |
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