+172.7%
MDY vs UEC
+885.8%
-713.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +1.5% |
| 7D | -1.9% | -9.4% | +7.6% | -0.7% |
| 30D | -4.6% | -8.0% | +3.4% | -3.9% |
| 3M | -1.2% | -1.7% | +0.5% | -1.6% |
| 6M | +9.2% | -26.1% | +35.4% | +11.4% |
| YTD | +13.1% | -10.5% | +23.6% | +11.6% |
| 1Y | +13.0% | -13.3% | +26.3% | +10.5% |
| 3Y | +49.2% | +116.4% | -67.1% | +22.9% |
| 5Y | +47.2% | +225.5% | -178.3% | +6.3% |
| All | +172.7% | +885.8% | -713.2% | +43.5% |
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 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