So, can you backup your iPhone to iCloud and your Mac? Yes, but there is a catch — only the iCloud will be a full and automatic back up while backing up to your Mac will be strictly manual.
You can configure your iThings to automatically Sync with a Mac and that does back up some data, but not a full back up.
To set up automatic iCloud back up on your iThing, go to Settings > iCloud > Storage & Backup and move the iCloud Backup slider to ON. You can also choose to back to your Mac (this computer), but you will need to remember to tether it periodically — automatic back up is always best.
Syncing Isn’t Backing Up
To set up automatic Mac syncing for your iThing, tether your device to your Mac via USB, fire up iTunes and select the iThing in the sidebar then click Summary.
Under Summary (green circle), click “Automatically sync when this iPhone is connected.”
That said, syncing only backs up some data, like photos and media content, but not all. The installed OS and device settings don’t get copied to your Mac when syncing.
To fully back up your iThing to your Mac, tether it via USB and in iTunes > Summary, click Back Up Now.
You can see when the last full iCloud and Mac back ups happened in iTunes > Summary (red circle).