+274.3%
MTB vs UEC
+2.3%
+272.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.9% | +5.8% | +0.3% |
| 7D | 0.0% | +4.9% | -4.9% | -0.5% |
| 30D | +0.8% | -17.5% | +18.3% | +2.2% |
| 3M | -12.8% | -40.1% | +27.4% | -9.6% |
| 6M | +6.7% | -56.1% | +62.8% | +12.5% |
| YTD | +11.3% | -41.8% | +53.1% | +13.8% |
| 1Y | +20.2% | -44.8% | +65.0% | +22.9% |
| 3Y | +103.8% | +20.6% | +83.2% | +88.9% |
| 5Y | +60.9% | +24.3% | +36.6% | +42.5% |
| 10Y | +115.0% | +639.1% | -524.1% | +52.8% |
| All | +274.3% | +2.3% | +272.0% | +151.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling