+2,423.9%
MUU vs FCX
+49.3%
+2,374.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.6% | -2.7% | +0.5% |
| 7D | +3.6% | -1.9% | +5.4% | +5.7% |
| 30D | +22.3% | +3.4% | +18.9% | +12.9% |
| 3M | -8.2% | +15.0% | -23.2% | -20.2% |
| 6M | +256.3% | +14.6% | +241.7% | +225.3% |
| YTD | +534.4% | +41.2% | +493.2% | +336.5% |
| 1Y | +2,163.5% | +60.4% | +2,103.1% | +1,186.4% |
| All | +2,423.9% | +49.3% | +2,374.6% | +1,440.5% |
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