+661.2%
MU vs FCX
+70.0%
+591.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.1% |
| 7D | +7.5% | +3.1% | +4.4% | +4.8% |
| 30D | +19.4% | +8.1% | +11.3% | +11.3% |
| 3M | +9.8% | +18.9% | -9.1% | -3.5% |
| 6M | +164.1% | +26.6% | +137.5% | +124.2% |
| YTD | +260.3% | +51.2% | +209.1% | +179.0% |
| 1Y | +661.2% | +75.6% | +585.6% | +436.3% |
| All | +661.2% | +70.0% | +591.2% | +436.3% |
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