+38.0%
MDT vs UEC
+939.6%
-901.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | 0.0% |
| 7D | -1.6% | -4.3% | +2.7% | -1.3% |
| 30D | +1.0% | -3.8% | +4.9% | +1.1% |
| 3M | +15.2% | +17.0% | -1.8% | +13.5% |
| 6M | +3.7% | -23.9% | +27.6% | +4.4% |
| YTD | -3.0% | -5.7% | +2.7% | -4.2% |
| 1Y | +2.5% | -12.5% | +15.0% | +0.9% |
| 3Y | +26.5% | +136.5% | -110.0% | +11.4% |
| 5Y | -18.3% | +243.3% | -261.6% | -33.9% |
| All | +38.0% | +939.6% | -901.6% | -16.3% |
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