+29.8%
MLM vs UEC
+41.6%
-11.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.1% | -7.6% | +1.4% |
| 7D | -3.8% | +1.5% | -5.3% | -4.1% |
| 30D | +11.0% | -17.1% | +28.1% | +12.9% |
| 3M | -3.1% | -32.3% | +29.3% | +0.4% |
| 6M | -9.8% | -49.7% | +39.9% | -4.5% |
| YTD | -14.4% | -34.8% | +20.4% | -12.7% |
| 1Y | -12.6% | -37.5% | +25.0% | -10.8% |
| 3Y | +19.7% | +37.1% | -17.3% | +6.2% |
| 5Y | +29.8% | +44.3% | -14.6% | +10.1% |
| All | +29.8% | +41.6% | -11.9% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling