+475.1%
MULL vs UEC
-46.3%
+521.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -4.9% | -8.9% | -9.7% |
| 7D | -35.9% | -13.8% | -22.1% | -26.9% |
| 30D | -47.3% | -23.1% | -24.2% | -34.5% |
| 3M | -30.6% | -31.5% | +0.9% | -9.3% |
| 6M | +13.7% | -51.5% | +65.2% | +96.1% |
| YTD | +272.1% | -38.4% | +310.6% | +426.5% |
| 1Y | +475.1% | -44.7% | +519.8% | +745.6% |
| All | +475.1% | -46.3% | +521.4% | +745.6% |
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