-18.3%
MKC vs UEC
-46.3%
+28.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.9% | +10.3% | +5.0% |
| 7D | +9.6% | -13.8% | +23.4% | +8.4% |
| 30D | +12.0% | -23.1% | +35.1% | +10.2% |
| 3M | -2.0% | -31.5% | +29.5% | -4.2% |
| 6M | +7.2% | -51.5% | +58.7% | +3.1% |
| YTD | -23.7% | -38.4% | +14.7% | -24.8% |
| 1Y | -18.3% | -44.7% | +26.4% | -19.8% |
| All | -18.3% | -46.3% | +28.0% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling