+89.0%
MGY vs UEC
+198.6%
-109.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +1.0% |
| 7D | +3.5% | -9.4% | +13.0% | +5.2% |
| 30D | +5.3% | -8.0% | +13.3% | +6.2% |
| 3M | +2.6% | -1.7% | +4.3% | +1.7% |
| 6M | -3.3% | -26.1% | +22.9% | -1.8% |
| YTD | +29.2% | -10.5% | +39.8% | +24.4% |
| 1Y | +18.0% | -13.3% | +31.3% | +11.2% |
| 3Y | +30.0% | +116.4% | -86.3% | -10.4% |
| All | +89.0% | +198.6% | -109.6% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling