+32.8%
MXL vs UEC
+273.6%
-240.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.0% | +2.0% | -1.8% |
| 7D | +16.6% | -4.3% | +20.9% | +17.9% |
| 30D | +0.5% | -3.8% | +4.3% | +1.1% |
| 3M | -3.6% | +17.0% | -20.6% | -7.0% |
| 6M | +328.0% | -23.9% | +351.9% | +341.4% |
| YTD | +297.8% | -5.7% | +303.5% | +281.5% |
| 1Y | +339.4% | -12.5% | +352.0% | +319.3% |
| 3Y | +201.7% | +136.5% | +65.3% | +102.6% |
| 5Y | +32.8% | +243.3% | -210.5% | -25.0% |
| All | +32.8% | +273.6% | -240.8% | -25.0% |
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