+950.8%
MU vs UEC
+18.1%
+932.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.5% | -1.9% |
| 7D | +12.8% | -3.8% | +16.6% | +14.0% |
| 30D | -14.9% | -13.5% | -1.4% | -10.7% |
| 3M | -18.0% | -40.5% | +22.4% | -5.7% |
| 6M | -3.1% | -56.7% | +53.5% | +19.7% |
| YTD | +172.9% | -43.0% | +215.9% | +212.6% |
| 1Y | +228.8% | -42.5% | +271.4% | +273.7% |
| 3Y | +950.8% | +11.6% | +939.3% | +819.2% |
| All | +950.8% | +18.1% | +932.8% | +819.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling