+64.9%
MET vs UEC
+156.3%
-91.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -2.3% |
| 7D | +1.1% | +2.6% | -1.4% | +1.0% |
| 30D | -2.3% | +5.6% | -7.9% | -2.8% |
| 3M | +13.9% | -5.7% | +19.6% | +13.8% |
| 6M | +34.8% | -8.0% | +42.8% | +34.1% |
| YTD | +23.5% | +1.8% | +21.7% | +21.0% |
| 1Y | +23.4% | +0.6% | +22.8% | +19.9% |
| 3Y | +64.9% | +155.2% | -90.3% | +39.0% |
| All | +64.9% | +156.3% | -91.4% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling