+309.7%
MKC vs UEC
+73.5%
+236.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | -5.9% | -6.9% | +1.1% | -5.7% |
| 30D | -0.9% | +7.6% | -8.5% | -1.2% |
| 3M | +12.7% | -18.4% | +31.1% | +13.1% |
| 6M | -19.3% | -23.3% | +4.0% | -19.1% |
| YTD | -22.2% | -1.2% | -21.0% | -22.8% |
| 1Y | -23.3% | +2.3% | -25.6% | -24.4% |
| 3Y | -30.0% | +162.3% | -192.3% | -34.5% |
| 5Y | -33.8% | +287.2% | -321.0% | -40.5% |
| 10Y | +24.4% | +1,009.6% | -985.2% | +0.9% |
| All | +309.7% | +73.5% | +236.2% | +207.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling