-5.9%
MDB vs UEC
+19.3%
-25.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.8% | -4.1% | +1.6% |
| 7D | -11.4% | -10.2% | -1.1% | -9.7% |
| 30D | -13.8% | -26.9% | +13.1% | -9.4% |
| 3M | -15.5% | -35.7% | +20.2% | -9.6% |
| 6M | +17.9% | -56.1% | +74.1% | +31.8% |
| YTD | -25.5% | -40.8% | +15.3% | -21.1% |
| 1Y | -12.1% | -43.4% | +31.3% | -7.0% |
| 3Y | -5.9% | +25.4% | -31.2% | -18.5% |
| All | -5.9% | +19.3% | -25.2% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling