+145.5%
MLM vs UEC
+623.0%
-477.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -5.8% | +0.6% | -6.4% | -6.0% |
| 30D | +9.8% | -18.1% | +28.0% | +12.2% |
| 3M | -5.2% | -36.9% | +31.7% | -0.4% |
| 6M | -10.3% | -56.1% | +45.8% | -2.4% |
| YTD | -15.5% | -38.1% | +22.6% | -13.0% |
| 1Y | -15.0% | -41.7% | +26.7% | -12.3% |
| 3Y | +17.5% | +28.2% | -10.7% | +3.7% |
| 5Y | +30.5% | +31.7% | -1.1% | +6.9% |
| 10Y | +145.5% | +685.9% | -540.4% | +30.5% |
| All | +145.5% | +623.0% | -477.5% | +30.5% |
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