+205.8%
MCD vs UEC
+686.4%
-480.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.8% | -7.3% | -0.8% |
| 7D | +7.1% | -10.2% | +17.4% | +7.6% |
| 30D | +19.8% | -26.9% | +46.7% | +21.2% |
| 3M | +0.8% | -35.7% | +36.5% | +2.4% |
| 6M | -1.3% | -56.1% | +54.8% | +1.5% |
| YTD | -7.8% | -40.8% | +33.0% | -6.9% |
| 1Y | -5.0% | -43.4% | +38.4% | -4.1% |
| 3Y | +10.5% | +25.4% | -14.8% | +4.3% |
| 5Y | +22.0% | +51.1% | -29.1% | +9.7% |
| All | +205.8% | +686.4% | -480.6% | +120.2% |
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