+75.3%
MUB vs UEC
+123.4%
-48.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | -0.4% |
| 7D | +0.6% | -5.2% | +5.8% | +0.6% |
| 30D | +3.4% | -22.0% | +25.4% | +3.5% |
| 3M | -0.7% | -37.0% | +36.3% | -0.5% |
| 6M | -1.0% | -52.7% | +51.7% | -0.7% |
| YTD | 0.0% | -38.6% | +38.6% | +0.1% |
| 1Y | +0.4% | -44.6% | +45.0% | +0.5% |
| 3Y | +10.5% | +27.1% | -16.6% | +10.1% |
| 5Y | +3.1% | +37.9% | -34.8% | +2.5% |
| 10Y | +22.0% | +631.6% | -609.6% | +19.8% |
| All | +75.3% | +123.4% | -48.1% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling