+112.5%
FCX vs UMAC
+549.5%
-437.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +9.3% | -4.0% | +4.8% |
| 7D | +5.7% | +14.7% | -9.0% | +4.8% |
| 30D | +10.1% | -0.5% | +10.6% | +9.6% |
| 3M | +20.2% | +0.5% | +19.7% | +18.8% |
| 6M | +29.7% | +57.9% | -28.3% | +23.5% |
| YTD | +51.9% | +103.9% | -52.0% | +42.2% |
| 1Y | +66.0% | +159.3% | -93.3% | +53.3% |
| All | +112.5% | +549.5% | -437.0% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling