+759.5%
FCX vs RMBS
+1,339.3%
-579.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -4.9% | -0.3% | -4.5% | -4.8% |
| 30D | +4.8% | -12.2% | +17.0% | +6.8% |
| 3M | +4.6% | -49.5% | +54.2% | +15.8% |
| 6M | +10.8% | -7.1% | +18.0% | +10.5% |
| YTD | +44.2% | -7.0% | +51.2% | +42.4% |
| 1Y | +59.6% | +13.3% | +46.2% | +51.7% |
| 3Y | +82.2% | +49.2% | +33.0% | +61.2% |
| 5Y | +115.6% | +250.0% | -134.3% | +67.6% |
| 10Y | +670.6% | +495.1% | +175.4% | +460.0% |
| All | +759.5% | +1,339.3% | -579.8% | +366.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling