+584.1%
MA vs UEC
+631.2%
-47.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.9% | +4.7% | -0.7% |
| 7D | -0.5% | +4.9% | -5.4% | -1.0% |
| 30D | +7.9% | -17.5% | +25.4% | +9.5% |
| 3M | +16.8% | -40.1% | +56.9% | +21.5% |
| 6M | +31.0% | -56.1% | +87.1% | +39.0% |
| YTD | +15.0% | -41.8% | +56.8% | +17.0% |
| 1Y | +17.0% | -44.8% | +61.8% | +19.2% |
| 3Y | +68.5% | +20.6% | +47.9% | +49.5% |
| 5Y | +85.0% | +24.3% | +60.7% | +53.5% |
| All | +584.1% | +631.2% | -47.1% | +285.7% |
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