+810.7%
MOD vs UEC
+631.2%
+179.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | +0.7% |
| 7D | +16.1% | +4.9% | +11.2% | +15.0% |
| 30D | -38.5% | -17.5% | -21.0% | -35.9% |
| 3M | -46.8% | -40.1% | -6.7% | -41.3% |
| 6M | -61.6% | -56.1% | -5.5% | -55.3% |
| YTD | -20.5% | -41.8% | +21.3% | -13.5% |
| 1Y | -28.0% | -44.8% | +16.8% | -21.0% |
| 3Y | +134.9% | +20.6% | +114.4% | +119.5% |
| 5Y | +833.2% | +24.3% | +808.8% | +708.8% |
| All | +810.7% | +631.2% | +179.5% | +424.8% |
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 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