+302.4%
MXL vs UEC
+885.8%
-583.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -5.2% | +12.7% | +8.8% |
| 7D | +18.9% | -9.4% | +28.3% | +21.5% |
| 30D | +0.3% | -8.0% | +8.3% | +1.9% |
| 3M | -8.0% | -1.7% | -6.3% | -7.7% |
| 6M | +341.2% | -26.1% | +367.4% | +358.8% |
| YTD | +327.8% | -10.5% | +338.4% | +318.6% |
| 1Y | +364.9% | -13.3% | +378.2% | +348.7% |
| 3Y | +229.2% | +116.4% | +112.9% | +137.3% |
| 5Y | +42.8% | +225.5% | -182.8% | -15.9% |
| All | +302.4% | +885.8% | -583.4% | +57.5% |
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