+674.0%
MRNA vs UEC
+703.8%
-29.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -5.2% | +10.6% | +6.2% |
| 7D | -1.1% | -9.4% | +8.4% | +0.4% |
| 30D | +126.1% | -8.0% | +134.1% | +130.3% |
| 3M | +190.0% | -1.7% | +191.7% | +192.7% |
| 6M | +157.2% | -26.1% | +183.4% | +166.3% |
| YTD | +388.2% | -10.5% | +398.7% | +393.3% |
| 1Y | +467.0% | -13.3% | +480.3% | +470.3% |
| 3Y | +36.1% | +116.4% | -80.3% | +18.0% |
| 5Y | -68.0% | +225.5% | -293.5% | -74.7% |
| All | +674.0% | +703.8% | -29.8% | +513.0% |
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