+2,523.1%
MULL vs UEC
+53.9%
+2,469.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.3% | +11.5% | +11.7% |
| 7D | +17.3% | -6.9% | +24.2% | +22.1% |
| 30D | +23.5% | +7.6% | +15.8% | +16.1% |
| 3M | -24.0% | -18.4% | -5.6% | -15.5% |
| 6M | +276.7% | -23.3% | +300.0% | +326.9% |
| YTD | +565.1% | -1.2% | +566.3% | +589.2% |
| 1Y | +2,802.6% | +2.3% | +2,800.3% | +2,757.7% |
| All | +2,523.1% | +53.9% | +2,469.2% | +1,745.4% |
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 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