-2.3%
MDB vs UEC
+151.4%
-153.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.3% | -4.1% |
| 7D | -17.4% | -6.9% | -10.5% | -16.6% |
| 30D | -2.0% | +7.6% | -9.7% | -3.2% |
| 3M | -3.0% | -18.4% | +15.4% | -0.9% |
| 6M | +48.7% | -23.3% | +72.0% | +51.3% |
| YTD | -12.1% | -1.2% | -10.9% | -14.0% |
| 1Y | +14.5% | +2.3% | +12.2% | +9.0% |
| All | -2.3% | +151.4% | -153.7% | -25.7% |
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