+920.8%
MDB vs UEC
+545.8%
+375.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +10.1% | -5.5% | +2.3% |
| 7D | -0.9% | +1.5% | -2.4% | -1.3% |
| 30D | -15.2% | -17.1% | +1.9% | -11.4% |
| 3M | -17.9% | -32.3% | +14.4% | -10.8% |
| 6M | +9.3% | -49.7% | +59.1% | +24.7% |
| YTD | -22.0% | -34.8% | +12.8% | -18.1% |
| 1Y | -9.3% | -37.5% | +28.2% | -4.7% |
| 3Y | -10.4% | +37.1% | -47.4% | -30.0% |
| 5Y | -43.2% | +44.3% | -87.6% | -59.7% |
| All | +920.8% | +545.8% | +375.0% | +337.4% |
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 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