+554.8%
MA vs UEC
+765.9%
-211.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.1% | -9.6% | -0.4% |
| 7D | -0.3% | +1.5% | -1.8% | -0.6% |
| 30D | +11.3% | -17.1% | +28.4% | +12.9% |
| 3M | +16.7% | -32.3% | +49.0% | +20.1% |
| 6M | +32.8% | -49.7% | +82.5% | +39.1% |
| YTD | +15.6% | -34.8% | +50.4% | +16.4% |
| 1Y | +19.6% | -37.5% | +57.1% | +20.4% |
| 3Y | +72.1% | +37.1% | +35.0% | +51.1% |
| 5Y | +96.0% | +44.3% | +51.7% | +60.5% |
| 10Y | +554.8% | +737.4% | -182.6% | +268.5% |
| All | +554.8% | +765.9% | -211.1% | +268.5% |
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