+22.8%
MUB vs UEC
+616.1%
-593.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.3% |
| 7D | -1.3% | -3.8% | +2.5% | -1.2% |
| 30D | +2.2% | -13.5% | +15.7% | +2.3% |
| 3M | -1.6% | -40.5% | +38.9% | -1.3% |
| 6M | -1.3% | -56.7% | +55.4% | -0.7% |
| YTD | -0.7% | -43.0% | +42.3% | -0.4% |
| 1Y | -0.2% | -42.5% | +42.3% | 0.0% |
| 3Y | +9.6% | +11.6% | -1.9% | +8.9% |
| 5Y | +2.6% | +21.8% | -19.2% | +1.3% |
| All | +22.8% | +616.1% | -593.3% | +15.0% |
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