+863.5%
MCD vs UEC
+73.5%
+790.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -2.8% | -6.9% | +4.1% | -2.6% |
| 30D | -6.0% | +7.6% | -13.7% | -6.4% |
| 3M | -5.6% | -18.4% | +12.8% | -5.1% |
| 6M | -21.9% | -23.3% | +1.4% | -21.6% |
| YTD | -14.7% | -1.2% | -13.5% | -15.5% |
| 1Y | -17.3% | +2.3% | -19.6% | -18.6% |
| 3Y | -2.2% | +162.3% | -164.4% | -9.3% |
| 5Y | +20.3% | +287.2% | -267.0% | +6.2% |
| 10Y | +180.7% | +1,009.6% | -828.9% | +121.0% |
| All | +863.5% | +73.5% | +790.0% | +602.0% |
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 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