+194.4%
MET vs UEC
+616.1%
-421.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.8% | +1.0% |
| 7D | +4.5% | -3.8% | +8.2% | +4.8% |
| 30D | +3.5% | -13.5% | +17.1% | +5.0% |
| 3M | +5.9% | -40.5% | +46.4% | +11.5% |
| 6M | +33.1% | -56.7% | +89.7% | +43.8% |
| YTD | +33.6% | -43.0% | +76.6% | +37.5% |
| 1Y | +32.7% | -42.5% | +75.2% | +35.8% |
| 3Y | +85.0% | +11.6% | +73.5% | +64.6% |
| 5Y | +85.6% | +21.8% | +63.8% | +51.4% |
| All | +194.4% | +616.1% | -421.7% | +53.6% |
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 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