+27.4%
MKC vs UEC
+885.8%
-858.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.6% | +0.6% |
| 7D | -1.5% | -9.4% | +8.0% | -1.2% |
| 30D | -3.1% | -8.0% | +4.9% | -3.0% |
| 3M | +5.2% | -1.7% | +6.9% | +5.1% |
| 6M | -12.8% | -26.1% | +13.3% | -12.5% |
| YTD | -23.3% | -10.5% | -12.8% | -23.7% |
| 1Y | -24.1% | -13.3% | -10.8% | -24.8% |
| 3Y | -32.1% | +116.4% | -148.5% | -36.4% |
| 5Y | -32.8% | +225.5% | -258.3% | -40.1% |
| All | +27.4% | +885.8% | -858.5% | -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 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