+92.7%
FCX vs MUB
+78.3%
+14.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -4.9% | +0.7% | -5.6% | -5.2% |
| 30D | -17.1% | +4.4% | -21.5% | -18.6% |
| 3M | -12.7% | -0.2% | -12.5% | -12.6% |
| 6M | -2.0% | -0.6% | -1.4% | -1.7% |
| YTD | +18.1% | +0.3% | +17.7% | +18.1% |
| 1Y | +55.2% | +0.8% | +54.4% | +54.9% |
| 3Y | +74.3% | +12.0% | +62.3% | +68.3% |
| 5Y | +71.9% | +3.4% | +68.5% | +68.7% |
| 10Y | +498.4% | +20.7% | +477.7% | +494.4% |
| All | +92.7% | +78.3% | +14.4% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling