+181.2%
MLM vs UEC
+704.7%
-523.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.8% | -8.6% | -2.7% |
| 7D | -4.1% | -10.2% | +6.1% | -2.9% |
| 30D | +8.2% | -26.9% | +35.1% | +12.1% |
| 3M | -3.6% | -35.7% | +32.1% | +1.2% |
| 6M | -15.6% | -56.1% | +40.6% | -8.1% |
| YTD | -16.4% | -40.8% | +24.3% | -13.5% |
| 1Y | -14.3% | -43.4% | +29.0% | -11.2% |
| 3Y | +19.3% | +25.4% | -6.0% | +5.5% |
| 5Y | +29.6% | +51.1% | -21.5% | +3.8% |
| All | +181.2% | +704.7% | -523.4% | +41.8% |
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 · 6 months rolling