+1,319.3%
MU vs FCX
+127.3%
+1,192.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.3% | -7.0% | -4.5% |
| 7D | +7.2% | +5.7% | +1.4% | +3.8% |
| 30D | +14.0% | +10.1% | +3.9% | +7.4% |
| 3M | +5.4% | +20.2% | -14.8% | -4.0% |
| 6M | +170.3% | +29.7% | +140.6% | +137.5% |
| YTD | +250.7% | +51.9% | +198.7% | +184.5% |
| 1Y | +662.1% | +66.0% | +596.1% | +485.7% |
| 3Y | +1,341.2% | +102.7% | +1,238.5% | +888.2% |
| 5Y | +1,319.3% | +138.9% | +1,180.5% | +817.8% |
| All | +1,319.3% | +127.3% | +1,192.1% | +817.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling