-33.1%
MKC vs UEC
+273.6%
-306.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.8% |
| 7D | -2.8% | -4.3% | +1.4% | -2.8% |
| 30D | -3.4% | -3.8% | +0.5% | -3.4% |
| 3M | +3.8% | +17.0% | -13.2% | +3.9% |
| 6M | -17.9% | -23.9% | +6.0% | -17.9% |
| YTD | -23.6% | -5.7% | -18.0% | -23.8% |
| 1Y | -23.1% | -12.5% | -10.5% | -23.3% |
| 3Y | -31.5% | +136.5% | -168.0% | -34.0% |
| 5Y | -33.1% | +243.3% | -276.4% | -35.2% |
| All | -33.1% | +273.6% | -306.6% | -35.2% |
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