+25.7%
MLM vs UEC
+47.5%
-21.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.8% | -8.6% | -2.5% |
| 7D | -4.1% | -10.2% | +6.1% | -3.1% |
| 30D | +8.2% | -26.9% | +35.1% | +11.5% |
| 3M | -3.6% | -35.7% | +32.1% | +0.4% |
| 6M | -15.6% | -56.1% | +40.6% | -9.3% |
| YTD | -16.4% | -40.8% | +24.3% | -13.9% |
| 1Y | -14.3% | -43.4% | +29.0% | -11.7% |
| 3Y | +19.3% | +25.4% | -6.0% | +6.9% |
| All | +25.7% | +47.5% | -21.8% | +6.5% |
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 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