+124.3%
MOD vs UEC
+11.7%
+112.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -9.9% | +2.6% | -3.6% |
| 7D | -34.2% | -20.5% | -13.7% | -27.9% |
| 30D | -51.9% | -35.9% | -16.0% | -43.1% |
| 3M | -53.0% | -39.6% | -13.5% | -43.9% |
| 6M | -66.4% | -55.3% | -11.0% | -56.0% |
| YTD | -31.5% | -44.5% | +13.0% | -21.0% |
| 1Y | -39.6% | -50.4% | +10.9% | -27.6% |
| All | +124.3% | +11.7% | +112.6% | +76.0% |
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