+102.7%
FCX vs MUB
+8.8%
+94.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.4% | +5.4% |
| 7D | +5.7% | -0.3% | +6.0% | +6.2% |
| 30D | +10.1% | -1.5% | +11.6% | +12.9% |
| 3M | +20.2% | -1.9% | +22.1% | +24.2% |
| 6M | +29.7% | -1.7% | +31.4% | +33.6% |
| YTD | +51.9% | -0.8% | +52.7% | +54.9% |
| 1Y | +66.0% | +1.5% | +64.5% | +64.9% |
| 3Y | +102.7% | +8.8% | +94.0% | +78.2% |
| All | +102.7% | +8.8% | +94.0% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling