+267.3%
MP vs UEC
+661.1%
-393.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +2.3% | +0.6% | +1.7% | +2.0% |
| 30D | -15.3% | -18.1% | +2.8% | -8.8% |
| 3M | -33.5% | -36.9% | +3.4% | -21.3% |
| 6M | -45.5% | -56.1% | +10.6% | -27.3% |
| YTD | -27.3% | -38.1% | +10.8% | -13.8% |
| 1Y | -40.7% | -41.7% | +1.0% | -28.3% |
| 3Y | +145.9% | +28.2% | +117.7% | +109.4% |
| 5Y | -13.9% | +31.7% | -45.6% | -36.1% |
| All | +267.3% | +661.1% | -393.8% | +64.3% |
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