+886.3%
MOD vs UEC
+696.7%
+189.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.9% | +3.0% | -1.7% |
| 7D | -17.8% | -5.2% | -12.7% | -16.7% |
| 30D | -43.2% | -22.0% | -21.3% | -40.2% |
| 3M | -46.0% | -37.0% | -9.0% | -41.0% |
| 6M | -62.2% | -52.7% | -9.5% | -56.7% |
| YTD | -22.8% | -38.6% | +15.8% | -16.9% |
| 1Y | -35.5% | -44.6% | +9.1% | -29.3% |
| 3Y | +128.2% | +27.1% | +101.1% | +111.3% |
| 5Y | +791.6% | +37.9% | +753.7% | +660.9% |
| 10Y | +886.3% | +631.6% | +254.7% | +497.3% |
| All | +886.3% | +696.7% | +189.6% | +497.3% |
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 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