-36.0%
MKC vs UEC
+21.1%
-57.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.2% | +1.2% |
| 7D | -3.0% | -3.8% | +0.8% | -3.0% |
| 30D | +4.8% | -13.5% | +18.3% | +4.7% |
| 3M | -12.8% | -40.5% | +27.6% | -13.1% |
| 6M | +5.0% | -56.7% | +61.7% | +4.8% |
| YTD | -29.1% | -43.0% | +13.9% | -29.4% |
| 1Y | -26.4% | -42.5% | +16.1% | -26.8% |
| 3Y | -21.6% | +11.6% | -33.2% | -24.2% |
| All | -36.0% | +21.1% | -57.1% | -38.5% |
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