+4,524.1%
MU vs UEC
+631.2%
+3,892.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.4% | -0.3% |
| 7D | +21.6% | +4.9% | +16.7% | +20.4% |
| 30D | -16.2% | -17.5% | +1.3% | -12.5% |
| 3M | -12.4% | -40.1% | +27.8% | -3.1% |
| 6M | +4.2% | -56.1% | +60.3% | +22.1% |
| YTD | +180.0% | -41.8% | +221.7% | +208.1% |
| 1Y | +226.4% | -44.8% | +271.2% | +261.1% |
| 3Y | +969.7% | +20.6% | +949.2% | +862.4% |
| 5Y | +957.9% | +24.3% | +933.6% | +764.1% |
| All | +4,524.1% | +631.2% | +3,892.9% | +2,069.9% |
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