+505.6%
MA vs UEC
+933.9%
-428.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.5% | -1.7% |
| 7D | -1.8% | +2.6% | -4.3% | -2.0% |
| 30D | +1.4% | +5.6% | -4.2% | +0.7% |
| 3M | +17.7% | -5.7% | +23.5% | +17.5% |
| 6M | +9.7% | -8.0% | +17.7% | +8.6% |
| YTD | +0.5% | +1.8% | -1.3% | -2.4% |
| 1Y | -2.1% | +0.6% | -2.7% | -5.9% |
| 3Y | +40.1% | +155.2% | -115.1% | +15.8% |
| 5Y | +67.5% | +305.8% | -238.3% | +22.1% |
| 10Y | +505.6% | +943.0% | -437.4% | +237.7% |
| All | +505.6% | +933.9% | -428.3% | +237.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 10y: compounded portfolio wealth divided by compounded UEC 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…
10y analysis · Full analysis span regression · 6 months rolling