+420.6%
MMM vs UEC
+14.6%
+406.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.1% | -8.2% | +1.2% |
| 7D | +5.8% | +1.5% | +4.3% | +5.6% |
| 30D | +17.9% | -17.1% | +35.0% | +19.1% |
| 3M | +3.6% | -32.3% | +35.9% | +5.8% |
| 6M | +32.9% | -49.7% | +82.6% | +37.6% |
| YTD | +19.5% | -34.8% | +54.2% | +20.8% |
| 1Y | +16.5% | -37.5% | +54.1% | +17.9% |
| 3Y | +167.2% | +37.1% | +130.1% | +149.3% |
| 5Y | +48.2% | +44.3% | +3.9% | +32.9% |
| 10Y | +83.0% | +737.4% | -654.3% | +33.7% |
| All | +420.6% | +14.6% | +406.0% | +241.4% |
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