+847.8%
MU vs FCX
+67.8%
+780.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +3.6% |
| 7D | -22.0% | -4.9% | -17.1% | -19.3% |
| 30D | -36.6% | -17.1% | -19.4% | -28.9% |
| 3M | -21.7% | -12.7% | -9.0% | -15.5% |
| 6M | +3.5% | -2.0% | +5.5% | +7.7% |
| YTD | +141.9% | +18.1% | +123.9% | +126.6% |
| 1Y | +189.8% | +55.2% | +134.7% | +136.9% |
| 3Y | +855.4% | +74.3% | +781.0% | +622.9% |
| All | +847.8% | +67.8% | +780.1% | +618.5% |
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