-57.4%
MUZ vs UEC
-40.0%
-17.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | +0.8% | -24.7% | -22.9% |
| 7D | -17.7% | +0.6% | -18.2% | -12.0% |
| 30D | +14.5% | -18.1% | +32.6% | +4.4% |
| 3M | -25.7% | -36.9% | +11.2% | -47.6% |
| All | -57.4% | -40.0% | -17.5% | -56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling