+777.8%
MOD vs UEC
+73.5%
+704.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.3% |
| 7D | +9.6% | -6.9% | +16.5% | +10.8% |
| 30D | 0.0% | +7.6% | -7.6% | -1.4% |
| 3M | -35.4% | -18.4% | -17.0% | -33.7% |
| 6M | -7.3% | -23.3% | +16.0% | -4.2% |
| YTD | +45.8% | -1.2% | +47.0% | +43.5% |
| 1Y | +43.1% | +2.3% | +40.8% | +39.0% |
| 3Y | +297.7% | +162.3% | +135.4% | +230.2% |
| 5Y | +1,478.8% | +287.2% | +1,191.5% | +1,050.7% |
| 10Y | +1,633.4% | +1,009.6% | +623.8% | +835.8% |
| All | +777.8% | +73.5% | +704.2% | +274.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling