-21.6%
MKC vs UEC
+18.1%
-39.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.2% | +1.1% |
| 7D | -3.0% | -3.8% | +0.8% | -3.1% |
| 30D | +4.8% | -13.5% | +18.3% | +4.3% |
| 3M | -12.8% | -40.5% | +27.6% | -14.5% |
| 6M | +5.0% | -56.7% | +61.7% | +2.2% |
| YTD | -29.1% | -43.0% | +13.9% | -30.1% |
| 1Y | -26.4% | -42.5% | +16.1% | -27.4% |
| 3Y | -21.6% | +11.6% | -33.2% | -23.3% |
| All | -21.6% | +18.1% | -39.7% | -23.3% |
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