+779.3%
MAR vs UEC
+73.5%
+705.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -4.2% | -6.9% | +2.8% | -3.5% |
| 30D | -6.7% | +7.6% | -14.3% | -7.6% |
| 3M | -12.5% | -18.4% | +5.9% | -11.4% |
| 6M | +0.6% | -23.3% | +23.8% | +1.6% |
| YTD | +9.1% | -1.2% | +10.3% | +6.6% |
| 1Y | +26.2% | +2.3% | +23.9% | +21.3% |
| 3Y | +68.2% | +162.3% | -94.1% | +40.9% |
| 5Y | +163.9% | +287.2% | -123.3% | +100.3% |
| 10Y | +420.6% | +1,009.6% | -589.1% | +215.8% |
| All | +779.3% | +73.5% | +705.7% | +298.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling