+60.3%
FCX vs UMC
+112.5%
-52.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.9% |
| 7D | -6.0% | -14.7% | +8.7% | -2.0% |
| 30D | -13.6% | -32.9% | +19.3% | -4.2% |
| 3M | -6.8% | -22.2% | +15.4% | -1.1% |
| 6M | +13.2% | +25.9% | -12.7% | +2.8% |
| YTD | +24.4% | +107.9% | -83.5% | -0.6% |
| 1Y | +60.3% | +115.0% | -54.8% | +24.3% |
| All | +60.3% | +112.5% | -52.2% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling