+1,739.5%
MULL vs UEC
-16.4%
+1,755.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.0% | +2.3% |
| 7D | -8.4% | -9.4% | +1.0% | -2.3% |
| 30D | +9.7% | -8.0% | +17.7% | +13.1% |
| 3M | -26.8% | -1.7% | -25.1% | -26.2% |
| 6M | +220.7% | -26.1% | +246.8% | +279.7% |
| YTD | +509.0% | -10.5% | +519.6% | +584.1% |
| 1Y | +1,739.5% | -13.3% | +1,752.8% | +2,069.5% |
| All | +1,739.5% | -16.4% | +1,755.9% | +2,069.5% |
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