+261.9%
MOH vs UEC
+885.8%
-623.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.2% | +7.1% | +2.3% |
| 7D | +1.7% | -9.4% | +11.2% | +2.4% |
| 30D | -0.9% | -8.0% | +7.1% | -0.5% |
| 3M | +5.7% | -1.7% | +7.4% | +5.4% |
| 6M | +39.1% | -26.1% | +65.3% | +40.4% |
| YTD | +17.7% | -10.5% | +28.2% | +16.2% |
| 1Y | +8.4% | -13.3% | +21.7% | +6.5% |
| 3Y | -36.6% | +116.4% | -152.9% | -44.8% |
| 5Y | -19.1% | +225.5% | -244.6% | -36.4% |
| All | +261.9% | +885.8% | -623.9% | +128.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling