-16.1%
MCD vs UEC
+5.5%
-21.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | +0.1% |
| 7D | -2.0% | +2.6% | -4.6% | -2.0% |
| 30D | -6.1% | +5.6% | -11.7% | -6.1% |
| 3M | -7.3% | -5.7% | -1.5% | -7.3% |
| 6M | -20.9% | -8.0% | -12.9% | -20.8% |
| YTD | -14.7% | +1.8% | -16.5% | -14.3% |
| 1Y | -16.1% | +0.6% | -16.7% | -15.2% |
| All | -16.1% | +5.5% | -21.6% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling