+224.4%
MRK vs UEC
+885.8%
-661.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.6% | -0.3% |
| 7D | -4.3% | -9.4% | +5.2% | -3.9% |
| 30D | +8.3% | -8.0% | +16.3% | +8.6% |
| 3M | +20.0% | -1.7% | +21.7% | +19.9% |
| 6M | +25.7% | -26.1% | +51.8% | +26.4% |
| YTD | +38.7% | -10.5% | +49.3% | +38.1% |
| 1Y | +74.7% | -13.3% | +88.0% | +73.2% |
| 3Y | +45.4% | +116.4% | -71.0% | +34.9% |
| 5Y | +129.0% | +225.5% | -96.5% | +98.9% |
| All | +224.4% | +885.8% | -661.4% | +127.2% |
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