+433.8%
MAR vs UEC
+885.8%
-452.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.9% | +2.2% |
| 7D | -0.5% | -9.4% | +8.9% | +0.4% |
| 30D | -5.4% | -8.0% | +2.6% | -4.9% |
| 3M | -15.5% | -1.7% | -13.8% | -15.8% |
| 6M | +3.0% | -26.1% | +29.1% | +4.5% |
| YTD | +8.5% | -10.5% | +19.1% | +6.8% |
| 1Y | +26.0% | -13.3% | +39.2% | +22.7% |
| 3Y | +68.6% | +116.4% | -47.8% | +40.6% |
| 5Y | +157.4% | +225.5% | -68.2% | +90.7% |
| All | +433.8% | +885.8% | -452.0% | +205.0% |
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 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