+134.6%
FCX vs RMBS
+269.8%
-135.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +3.1% | +3.5% | -0.3% | +2.1% |
| 30D | +8.1% | -8.6% | +16.7% | +10.9% |
| 3M | +18.9% | -40.3% | +59.2% | +37.5% |
| 6M | +26.6% | -1.0% | +27.6% | +21.8% |
| YTD | +51.2% | -4.6% | +55.8% | +43.4% |
| 1Y | +75.6% | +17.6% | +58.0% | +51.5% |
| 3Y | +101.7% | +58.6% | +43.1% | +39.1% |
| 5Y | +134.6% | +270.9% | -136.3% | -10.2% |
| All | +134.6% | +269.8% | -135.2% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling