+460.7%
MDY vs UEC
+73.5%
+387.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | +0.1% | -6.9% | +7.1% | +0.9% |
| 30D | -1.5% | +7.6% | -9.1% | -2.4% |
| 3M | +0.8% | -18.4% | +19.2% | +2.1% |
| 6M | +7.4% | -23.3% | +30.7% | +8.8% |
| YTD | +15.2% | -1.2% | +16.4% | +13.0% |
| 1Y | +16.5% | +2.3% | +14.2% | +12.7% |
| 3Y | +46.8% | +162.3% | -115.5% | +23.9% |
| 5Y | +46.0% | +287.2% | -241.2% | +12.1% |
| 10Y | +172.1% | +1,009.6% | -837.6% | +68.2% |
| All | +460.7% | +73.5% | +387.2% | +192.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling