+339.0%
MCK vs UEC
+198.6%
+140.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.2% | +0.2% |
| 7D | -2.9% | -9.4% | +6.5% | -2.7% |
| 30D | +0.4% | -8.0% | +8.4% | +0.6% |
| 3M | +12.1% | -1.7% | +13.8% | +12.0% |
| 6M | -5.4% | -26.1% | +20.7% | -5.1% |
| YTD | +7.8% | -10.5% | +18.3% | +7.0% |
| 1Y | +22.9% | -13.3% | +36.2% | +21.7% |
| 3Y | +110.7% | +116.4% | -5.6% | +94.3% |
| All | +339.0% | +198.6% | +140.4% | +289.5% |
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