+365.2%
MMM vs UEC
+73.5%
+291.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -3.3% | -6.9% | +3.6% | -2.9% |
| 30D | -7.0% | +7.6% | -14.7% | -7.6% |
| 3M | +10.8% | -18.4% | +29.2% | +11.7% |
| 6M | +5.8% | -23.3% | +29.0% | +6.6% |
| YTD | +6.8% | -1.2% | +8.0% | +5.4% |
| 1Y | +10.4% | +2.3% | +8.1% | +7.9% |
| 3Y | +104.7% | +162.3% | -57.6% | +83.2% |
| 5Y | +23.6% | +287.2% | -263.7% | +3.6% |
| 10Y | +54.1% | +1,009.6% | -955.5% | +10.7% |
| All | +365.2% | +73.5% | +291.7% | +197.8% |
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