+376.3%
MLM vs UEC
-2.6%
+378.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.9% | +4.7% | -4.1% |
| 7D | -1.2% | -20.5% | +19.3% | +1.1% |
| 30D | +7.9% | -35.9% | +43.8% | +12.8% |
| 3M | -4.5% | -39.6% | +35.1% | +0.2% |
| 6M | -12.6% | -55.3% | +42.7% | -6.3% |
| YTD | -14.9% | -44.5% | +29.7% | -11.6% |
| 1Y | -13.1% | -50.4% | +37.4% | -9.1% |
| 3Y | +21.2% | +12.1% | +9.1% | +11.6% |
| 5Y | +32.0% | +41.5% | -9.5% | +12.2% |
| 10Y | +195.3% | +644.8% | -449.5% | +87.6% |
| All | +376.3% | -2.6% | +378.9% | +157.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling