-35.2%
MOD vs UEC
-47.1%
+11.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.8% | -1.1% | +3.0% |
| 7D | -25.5% | -10.2% | -15.3% | -22.0% |
| 30D | -49.0% | -26.9% | -22.1% | -42.5% |
| 3M | -49.8% | -35.7% | -14.1% | -41.5% |
| 6M | -64.8% | -56.1% | -8.6% | -54.3% |
| YTD | -27.6% | -40.8% | +13.1% | -25.9% |
| 1Y | -35.2% | -43.4% | +8.2% | -32.4% |
| All | -35.2% | -47.1% | +11.9% | -32.4% |
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