+245.6%
MNST vs UEC
+903.5%
-657.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -6.5% | -6.9% | +0.4% | -6.1% |
| 30D | -7.2% | +7.6% | -14.9% | -7.8% |
| 3M | -1.0% | -18.4% | +17.4% | -0.3% |
| 6M | +11.5% | -23.3% | +34.8% | +12.1% |
| YTD | +14.3% | -1.2% | +15.5% | +12.5% |
| 1Y | +38.1% | +2.3% | +35.8% | +34.4% |
| 3Y | +55.0% | +162.3% | -107.3% | +35.6% |
| 5Y | +79.6% | +287.2% | -207.6% | +43.6% |
| All | +245.6% | +903.5% | -657.9% | +123.0% |
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