+612.3%
MCHP vs UEC
+78.8%
+533.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.4% |
| 7D | +2.8% | +2.6% | +0.2% | +2.4% |
| 30D | -12.8% | +5.6% | -18.4% | -13.6% |
| 3M | -19.2% | -5.7% | -13.5% | -19.0% |
| 6M | +14.5% | -8.0% | +22.6% | +14.5% |
| YTD | +17.1% | +1.8% | +15.3% | +14.8% |
| 1Y | +15.3% | +0.6% | +14.7% | +12.0% |
| 3Y | +0.5% | +155.2% | -154.7% | -16.1% |
| 5Y | +6.1% | +305.8% | -299.7% | -20.4% |
| 10Y | +192.2% | +943.0% | -750.7% | +78.7% |
| All | +612.3% | +78.8% | +533.5% | +271.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling