+195.2%
MCD vs UEC
+631.2%
-436.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | -0.2% |
| 7D | -1.6% | +4.9% | -6.5% | -1.8% |
| 30D | +16.0% | -17.5% | +33.5% | +16.8% |
| 3M | 0.0% | -40.1% | +40.1% | +1.8% |
| 6M | +0.9% | -56.1% | +57.1% | +3.9% |
| YTD | -8.7% | -41.8% | +33.1% | -7.9% |
| 1Y | -8.6% | -44.8% | +36.2% | -7.7% |
| 3Y | +9.9% | +20.6% | -10.7% | +3.8% |
| 5Y | +22.6% | +24.3% | -1.7% | +11.8% |
| All | +195.2% | +631.2% | -436.0% | +112.0% |
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