+101.3%
MNST vs UEC
+47.5%
+53.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.8% | -11.2% | -4.6% |
| 7D | -3.4% | -10.2% | +6.8% | -3.1% |
| 30D | +6.6% | -26.9% | +33.6% | +7.6% |
| 3M | -2.9% | -35.7% | +32.8% | -1.7% |
| 6M | +18.4% | -56.1% | +74.6% | +21.1% |
| YTD | +19.3% | -40.8% | +60.0% | +19.9% |
| 1Y | +37.9% | -43.4% | +81.3% | +38.6% |
| 3Y | +62.9% | +25.4% | +37.5% | +53.0% |
| All | +101.3% | +47.5% | +53.8% | +82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling