+1,211.6%
MULL vs UEC
-11.2%
+1,222.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.1% | -3.1% | -3.9% |
| 7D | +24.5% | -3.8% | +28.3% | +27.8% |
| 30D | -35.5% | -13.5% | -22.0% | -26.6% |
| 3M | -44.8% | -40.5% | -4.3% | -24.5% |
| 6M | -45.5% | -56.7% | +11.2% | -11.1% |
| YTD | +232.5% | -43.0% | +275.5% | +387.7% |
| 1Y | +343.3% | -42.5% | +385.8% | +544.6% |
| All | +1,211.6% | -11.2% | +1,222.8% | +1,205.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling