+3,605.8%
MU vs FCX
+1,056.8%
+2,549.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +6.0% |
| 7D | +9.0% | -4.9% | +13.8% | +10.8% |
| 30D | +13.8% | +4.8% | +9.0% | +11.7% |
| 3M | +2.1% | +4.6% | -2.5% | +1.7% |
| 6M | +153.8% | +10.8% | +143.0% | +147.9% |
| YTD | +256.4% | +44.2% | +212.2% | +218.6% |
| 1Y | +719.8% | +59.6% | +660.2% | +605.1% |
| 3Y | +1,360.4% | +82.2% | +1,278.1% | +1,096.2% |
| 5Y | +1,312.4% | +115.6% | +1,196.8% | +956.5% |
| 10Y | +6,142.6% | +670.6% | +5,472.0% | +2,708.0% |
| All | +3,605.8% | +1,056.8% | +2,549.0% | +1,169.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling