+206.2%
MLM vs UEC
+903.5%
-697.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.9% | +1.1% |
| 7D | -2.9% | -6.9% | +4.0% | -2.0% |
| 30D | -6.8% | +7.6% | -14.5% | -7.9% |
| 3M | -11.2% | -18.4% | +7.2% | -9.8% |
| 6M | -21.8% | -23.3% | +1.4% | -20.7% |
| YTD | -17.0% | -1.2% | -15.8% | -18.9% |
| 1Y | -16.4% | +2.3% | -18.7% | -19.8% |
| 3Y | +14.5% | +162.3% | -147.8% | -7.8% |
| 5Y | +41.7% | +287.2% | -245.5% | 0.0% |
| All | +206.2% | +903.5% | -697.3% | +53.1% |
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