+78.1%
MMM vs UEC
+631.2%
-553.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.9% | +4.5% | -1.0% |
| 7D | -0.8% | +4.9% | -5.8% | -1.2% |
| 30D | +14.4% | -17.5% | +31.9% | +15.7% |
| 3M | +1.8% | -40.1% | +41.9% | +5.1% |
| 6M | +31.3% | -56.1% | +87.4% | +37.8% |
| YTD | +18.0% | -41.8% | +59.7% | +20.3% |
| 1Y | +10.9% | -44.8% | +55.7% | +13.2% |
| 3Y | +160.6% | +20.6% | +140.0% | +141.7% |
| 5Y | +44.5% | +24.3% | +20.2% | +28.1% |
| All | +78.1% | +631.2% | -553.1% | +18.4% |
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 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