+1,017.5%
MDB vs UEC
+883.1%
+134.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.2% |
| 7D | -4.5% | -0.2% | -4.4% | -4.6% |
| 30D | -14.0% | +1.9% | -15.9% | -14.7% |
| 3M | +5.3% | +8.9% | -3.6% | +2.1% |
| 6M | +31.9% | -14.5% | +46.3% | +32.1% |
| YTD | -14.6% | -0.7% | -13.9% | -18.4% |
| 1Y | +8.2% | -4.1% | +12.3% | +1.5% |
| 3Y | -5.0% | +148.9% | -153.9% | -35.9% |
| 5Y | -24.5% | +300.0% | -324.5% | -56.6% |
| All | +1,017.5% | +883.1% | +134.4% | +335.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling