+6,002.1%
MU vs FCX
+711.8%
+5,290.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.3% | -7.0% | -4.0% |
| 7D | +7.2% | +5.7% | +1.4% | +4.3% |
| 30D | +14.0% | +10.1% | +3.9% | +8.5% |
| 3M | +5.4% | +20.2% | -14.8% | -2.2% |
| 6M | +170.3% | +29.7% | +140.6% | +143.3% |
| YTD | +250.7% | +51.9% | +198.7% | +194.7% |
| 1Y | +662.1% | +66.0% | +596.1% | +511.9% |
| 3Y | +1,341.2% | +102.7% | +1,238.5% | +951.7% |
| 5Y | +1,319.3% | +138.9% | +1,180.5% | +827.0% |
| All | +6,002.1% | +711.8% | +5,290.3% | +2,210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 FCX 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