+73.1%
MA vs UEC
+274.7%
-201.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -2.7% | -6.9% | +4.2% | -2.3% |
| 30D | +1.5% | +7.6% | -6.1% | +1.0% |
| 3M | +20.4% | -18.4% | +38.8% | +21.3% |
| 6M | +11.1% | -23.3% | +34.4% | +11.7% |
| YTD | +2.0% | -1.2% | +3.2% | 0.0% |
| 1Y | -2.2% | +2.3% | -4.5% | -5.2% |
| 3Y | +41.9% | +162.3% | -120.4% | +21.2% |
| All | +73.1% | +274.7% | -201.6% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling