+180.0%
MCD vs UEC
+933.9%
-753.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.1% |
| 7D | -2.0% | +2.6% | -4.6% | -2.1% |
| 30D | -6.1% | +5.6% | -11.7% | -6.5% |
| 3M | -7.3% | -5.7% | -1.5% | -7.3% |
| 6M | -20.9% | -8.0% | -12.9% | -21.2% |
| YTD | -14.7% | +1.8% | -16.5% | -15.7% |
| 1Y | -16.1% | +0.6% | -16.7% | -17.6% |
| 3Y | -1.5% | +155.2% | -156.7% | -10.0% |
| 5Y | +20.4% | +305.8% | -285.4% | +2.0% |
| 10Y | +180.0% | +943.0% | -763.0% | +97.7% |
| All | +180.0% | +933.9% | -753.9% | +97.7% |
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