+97.5%
FCX vs UMAC
+488.3%
-390.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.2% | -3.3% | -6.4% |
| 7D | -1.9% | -4.0% | +2.1% | -1.6% |
| 30D | +3.4% | -9.4% | +12.8% | +3.5% |
| 3M | +15.0% | +3.0% | +12.0% | +13.6% |
| 6M | +14.6% | +27.2% | -12.5% | +10.4% |
| YTD | +41.2% | +84.7% | -43.5% | +33.0% |
| 1Y | +60.4% | +136.5% | -76.1% | +49.0% |
| All | +97.5% | +488.3% | -390.8% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 3y: compounded portfolio wealth divided by compounded UMAC 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…
3y analysis · Full analysis span regression · 6 months rolling