+373.5%
FCX vs RMBS
+534.0%
-160.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -0.7% |
| 7D | -0.3% | +10.3% | -10.6% | -4.2% |
| 30D | -14.7% | -10.7% | -4.0% | -11.5% |
| 3M | -11.2% | -17.2% | +6.0% | -5.9% |
| 6M | -11.4% | -39.0% | +27.6% | +3.9% |
| YTD | +17.7% | -10.5% | +28.2% | +9.1% |
| 1Y | +47.5% | -11.0% | +58.5% | +36.0% |
| 3Y | +83.9% | +31.3% | +52.5% | +19.1% |
| 5Y | +54.0% | +242.8% | -188.8% | -52.4% |
| All | +373.5% | +534.0% | -160.5% | -12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling