+321.2%
MOD vs UEC
+157.0%
+164.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | +9.6% | -6.9% | +16.5% | +12.2% |
| 30D | 0.0% | +7.6% | -7.6% | -3.2% |
| 3M | -35.4% | -18.4% | -17.0% | -32.0% |
| 6M | -7.3% | -23.3% | +16.0% | -1.8% |
| YTD | +45.8% | -1.2% | +47.0% | +36.6% |
| 1Y | +43.1% | +2.3% | +40.8% | +28.4% |
| All | +321.2% | +157.0% | +164.1% | +169.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling