+917.1%
MO vs UEC
+78.8%
+838.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.1% | -1.1% |
| 7D | -2.0% | +2.6% | -4.6% | -2.1% |
| 30D | -0.3% | +5.6% | -5.9% | -0.6% |
| 3M | -2.9% | -5.7% | +2.8% | -3.1% |
| 6M | +5.8% | -8.0% | +13.8% | +5.3% |
| YTD | +22.0% | +1.8% | +20.2% | +20.7% |
| 1Y | +10.7% | +0.6% | +10.1% | +9.0% |
| 3Y | +94.4% | +155.2% | -60.8% | +80.3% |
| 5Y | +97.2% | +305.8% | -208.6% | +74.0% |
| 10Y | +103.0% | +943.0% | -840.0% | +62.5% |
| All | +917.1% | +78.8% | +838.3% | +664.3% |
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 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