+228.8%
MU vs FCX
+42.9%
+186.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -0.8% |
| 7D | +12.8% | -0.3% | +13.1% | +13.3% |
| 30D | -14.9% | -14.7% | -0.1% | -1.7% |
| 3M | -18.0% | -11.2% | -6.9% | -9.9% |
| 6M | -3.1% | -11.4% | +8.3% | +7.7% |
| YTD | +172.9% | +17.7% | +155.2% | +151.2% |
| 1Y | +228.8% | +47.5% | +181.4% | +149.1% |
| All | +228.8% | +42.9% | +186.0% | +149.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling