+2,666.0%
FCX vs UMC
+259.6%
+2,406.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.3% | -1.5% |
| 7D | -4.9% | +5.0% | -9.8% | -6.7% |
| 30D | +4.8% | +7.7% | -2.9% | +1.7% |
| 3M | +4.6% | +1.7% | +3.0% | +1.2% |
| 6M | +10.8% | +113.9% | -103.1% | -19.8% |
| YTD | +44.2% | +168.9% | -124.7% | -5.9% |
| 1Y | +59.6% | +207.2% | -147.6% | -1.1% |
| 3Y | +82.2% | +227.7% | -145.4% | +8.5% |
| 5Y | +115.6% | +118.0% | -2.4% | +46.5% |
| 10Y | +670.6% | +1,682.1% | -1,011.6% | +123.8% |
| All | +2,666.0% | +259.6% | +2,406.4% | +706.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling