+115.0%
FCX vs UMC
+134.9%
-19.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.5% | -4.1% | -5.5% |
| 7D | -1.9% | +11.4% | -13.2% | -6.2% |
| 30D | +3.4% | +16.8% | -13.4% | -3.3% |
| 3M | +15.0% | +19.1% | -4.1% | +2.4% |
| 6M | +14.6% | +137.4% | -122.8% | -27.5% |
| YTD | +41.2% | +186.4% | -145.2% | -21.3% |
| 1Y | +60.4% | +229.1% | -168.7% | -17.3% |
| 3Y | +88.4% | +257.9% | -169.5% | -10.5% |
| 5Y | +115.0% | +137.5% | -22.5% | +17.1% |
| All | +115.0% | +134.9% | -19.8% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling