+140.5%
MLM vs UEC
+631.2%
-490.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.9% | +4.7% | -0.6% |
| 7D | -2.0% | +4.9% | -6.9% | -2.7% |
| 30D | +9.5% | -17.5% | +27.0% | +11.7% |
| 3M | -4.7% | -40.1% | +35.4% | +0.7% |
| 6M | -10.7% | -56.1% | +45.4% | -2.9% |
| YTD | -16.6% | -41.8% | +25.2% | -13.5% |
| 1Y | -15.4% | -44.8% | +29.4% | -12.1% |
| 3Y | +15.9% | +20.6% | -4.6% | +3.1% |
| 5Y | +27.1% | +24.3% | +2.8% | +4.9% |
| All | +140.5% | +631.2% | -490.7% | +28.7% |
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 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