+64.7%
FCX vs UMAC
+182.0%
-117.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -1.7% |
| 7D | -0.3% | -5.2% | +4.9% | 0.0% |
| 30D | -14.7% | -36.4% | +21.7% | -12.4% |
| 3M | -11.2% | -58.6% | +47.4% | -6.7% |
| 6M | -11.4% | -24.6% | +13.3% | -11.2% |
| YTD | +17.7% | -11.5% | +29.2% | +15.9% |
| 1Y | +47.5% | +16.9% | +30.6% | +43.0% |
| All | +64.7% | +182.0% | -117.3% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling