+753.4%
MOD vs UEC
+47.5%
+705.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.8% | -1.1% | +3.9% |
| 7D | -25.5% | -10.2% | -15.3% | -23.1% |
| 30D | -49.0% | -26.9% | -22.1% | -44.5% |
| 3M | -49.8% | -35.7% | -14.1% | -44.0% |
| 6M | -64.8% | -56.1% | -8.6% | -57.2% |
| YTD | -27.6% | -40.8% | +13.1% | -20.1% |
| 1Y | -35.2% | -43.4% | +8.2% | -27.7% |
| 3Y | +137.1% | +25.4% | +111.8% | +114.3% |
| All | +753.4% | +47.5% | +705.9% | +615.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling