+88.5%
MA vs UEC
+21.1%
+67.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.4% |
| 7D | +1.3% | -3.8% | +5.1% | +1.5% |
| 30D | +9.6% | -13.5% | +23.1% | +10.3% |
| 3M | +16.8% | -40.5% | +57.3% | +19.9% |
| 6M | +35.2% | -56.7% | +91.9% | +40.8% |
| YTD | +16.6% | -43.0% | +59.5% | +17.5% |
| 1Y | +19.8% | -42.5% | +62.3% | +20.3% |
| 3Y | +70.7% | +11.6% | +59.1% | +53.4% |
| All | +88.5% | +21.1% | +67.4% | +63.0% |
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