+613.6%
FCX vs RMBS
+554.0%
+59.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.6% | -4.0% | -5.5% |
| 7D | -1.9% | +1.2% | -3.1% | -2.3% |
| 30D | +3.4% | -11.5% | +14.9% | +8.5% |
| 3M | +15.0% | -38.2% | +53.2% | +37.4% |
| 6M | +14.6% | -4.8% | +19.4% | +9.2% |
| YTD | +41.2% | -7.1% | +48.3% | +31.0% |
| 1Y | +60.4% | +10.7% | +49.7% | +32.2% |
| 3Y | +88.4% | +54.5% | +34.0% | +11.0% |
| 5Y | +115.0% | +261.7% | -146.6% | -34.5% |
| All | +613.6% | +554.0% | +59.6% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RMBS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling