+87.9%
MDLZ vs UEC
+908.7%
-820.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.4% |
| 7D | 0.0% | -0.2% | +0.1% | 0.0% |
| 30D | +1.4% | +1.9% | -0.5% | +1.3% |
| 3M | 0.0% | +8.9% | -8.9% | -0.7% |
| 6M | +9.1% | -14.5% | +23.6% | +9.0% |
| YTD | +17.9% | -0.7% | +18.6% | +16.5% |
| 1Y | +3.2% | -4.1% | +7.3% | +1.6% |
| 3Y | -2.5% | +148.9% | -151.4% | -11.5% |
| 5Y | +17.6% | +300.0% | -282.4% | -1.4% |
| 10Y | +87.9% | +994.3% | -906.4% | +29.0% |
| All | +87.9% | +908.7% | -820.8% | +29.0% |
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