+242.5%
MET vs UEC
+939.6%
-697.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.0% | +6.1% | +1.7% |
| 7D | -2.5% | -4.3% | +1.8% | -2.0% |
| 30D | 0.0% | -3.8% | +3.8% | +0.1% |
| 3M | +13.1% | +17.0% | -3.9% | +10.1% |
| 6M | +39.0% | -23.9% | +62.9% | +40.7% |
| YTD | +25.2% | -5.7% | +30.8% | +22.3% |
| 1Y | +25.6% | -12.5% | +38.2% | +22.3% |
| 3Y | +67.1% | +136.5% | -69.4% | +35.9% |
| 5Y | +85.1% | +243.3% | -158.2% | +31.3% |
| All | +242.5% | +939.6% | -697.1% | +64.3% |
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