+2,543.7%
MU vs FCX
+861.3%
+1,682.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | 0.0% |
| 7D | -15.2% | -2.4% | -12.8% | -14.1% |
| 30D | -29.5% | -18.0% | -11.5% | -24.1% |
| 3M | -15.8% | -14.3% | -1.5% | -11.0% |
| 6M | -2.9% | -1.7% | -1.2% | -0.3% |
| YTD | +154.2% | +19.8% | +134.4% | +143.4% |
| 1Y | +186.6% | +48.6% | +137.9% | +155.5% |
| 3Y | +871.5% | +85.8% | +785.7% | +700.3% |
| 5Y | +911.7% | +72.2% | +839.4% | +725.4% |
| 10Y | +4,277.4% | +386.3% | +3,891.1% | +2,207.9% |
| All | +2,543.7% | +861.3% | +1,682.4% | +869.9% |
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