+72.1%
MA vs UEC
+19.3%
+52.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.8% | -7.3% | -0.5% |
| 7D | +2.3% | -10.2% | +12.5% | +2.3% |
| 30D | +14.7% | -26.9% | +41.6% | +14.8% |
| 3M | +13.5% | -35.7% | +49.2% | +13.6% |
| 6M | +33.1% | -56.1% | +89.2% | +33.7% |
| YTD | +15.1% | -40.8% | +55.8% | +14.2% |
| 1Y | +18.7% | -43.4% | +62.1% | +17.9% |
| 3Y | +72.1% | +25.4% | +46.7% | +63.3% |
| All | +72.1% | +19.3% | +52.8% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling