+876.7%
MCO vs UEC
+74.4%
+802.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.1% | -1.2% |
| 7D | -3.1% | -0.2% | -3.0% | -3.1% |
| 30D | -0.5% | +1.9% | -2.5% | -0.9% |
| 3M | +5.7% | +8.9% | -3.2% | +4.2% |
| 6M | +3.0% | -14.5% | +17.5% | +2.9% |
| YTD | -6.5% | -0.7% | -5.8% | -8.5% |
| 1Y | -5.8% | -4.1% | -1.7% | -8.5% |
| 3Y | +43.1% | +148.9% | -105.8% | +21.8% |
| 5Y | +29.5% | +300.0% | -270.5% | -0.2% |
| 10Y | +388.8% | +994.3% | -605.5% | +204.2% |
| All | +876.7% | +74.4% | +802.3% | +386.5% |
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 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