+2,581.4%
MULL vs UEC
+54.7%
+2,526.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.4% | +7.8% | +6.7% |
| 7D | +14.8% | -0.2% | +14.9% | +14.7% |
| 30D | +36.6% | +1.9% | +34.6% | +32.5% |
| 3M | -8.9% | +8.9% | -17.8% | -12.5% |
| 6M | +311.9% | -14.5% | +326.4% | +344.5% |
| YTD | +579.8% | -0.7% | +580.5% | +601.2% |
| 1Y | +2,421.5% | -4.1% | +2,425.6% | +2,440.7% |
| All | +2,581.4% | +54.7% | +2,526.7% | +1,777.4% |
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