+3.0%
MCHP vs UEC
+198.6%
-195.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.2% | +8.8% | +4.6% |
| 7D | 0.0% | -9.4% | +9.5% | +1.8% |
| 30D | -6.0% | -8.0% | +2.0% | -5.0% |
| 3M | -19.7% | -1.7% | -18.0% | -19.8% |
| 6M | +14.0% | -26.1% | +40.2% | +18.2% |
| YTD | +18.4% | -10.5% | +29.0% | +17.3% |
| 1Y | +17.1% | -13.3% | +30.4% | +14.6% |
| 3Y | +0.7% | +116.4% | -115.6% | -22.7% |
| All | +3.0% | +198.6% | -195.6% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling