+265.1%
MU vs UEC
-46.3%
+311.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.9% | -2.1% | -5.0% |
| 7D | -19.1% | -13.8% | -5.3% | -13.9% |
| 30D | -25.2% | -23.1% | -2.1% | -17.3% |
| 3M | -10.9% | -31.5% | +20.6% | +1.4% |
| 6M | +38.0% | -51.5% | +89.5% | +74.9% |
| YTD | +178.8% | -38.4% | +217.3% | +215.7% |
| 1Y | +265.1% | -44.7% | +309.8% | +319.2% |
| All | +265.1% | -46.3% | +311.5% | +319.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling