+30.0%
MGY vs UEC
+122.3%
-92.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.5% |
| 7D | +3.5% | -9.4% | +13.0% | +4.2% |
| 30D | +5.3% | -8.0% | +13.3% | +5.6% |
| 3M | +2.6% | -1.7% | +4.3% | +2.3% |
| 6M | -3.3% | -26.1% | +22.9% | -2.4% |
| YTD | +29.2% | -10.5% | +39.8% | +26.6% |
| 1Y | +18.0% | -13.3% | +31.3% | +14.1% |
| 3Y | +30.0% | +116.4% | -86.3% | +3.3% |
| All | +30.0% | +122.3% | -92.3% | +3.3% |
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 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