-35.5%
MOD vs UEC
-44.4%
+8.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.9% | +3.0% | -0.5% |
| 7D | -17.8% | -5.2% | -12.7% | -15.7% |
| 30D | -43.2% | -22.0% | -21.3% | -37.5% |
| 3M | -46.0% | -37.0% | -9.0% | -36.7% |
| 6M | -62.2% | -52.7% | -9.5% | -52.3% |
| YTD | -22.8% | -38.6% | +15.8% | -22.3% |
| 1Y | -35.5% | -44.6% | +9.1% | -31.9% |
| All | -35.5% | -44.4% | +8.9% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling