+1,116.6%
MPC vs UEC
+903.5%
+213.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +5.4% | -6.9% | +12.4% | +6.6% |
| 30D | +31.0% | +7.6% | +23.3% | +28.8% |
| 3M | +46.0% | -18.4% | +64.4% | +48.6% |
| 6M | +77.3% | -23.3% | +100.6% | +79.1% |
| YTD | +141.9% | -1.2% | +143.1% | +131.7% |
| 1Y | +120.9% | +2.3% | +118.6% | +105.8% |
| 3Y | +182.7% | +162.3% | +20.4% | +105.2% |
| 5Y | +646.4% | +287.2% | +359.2% | +344.0% |
| All | +1,116.6% | +903.5% | +213.1% | +340.7% |
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