+198.1%
MTCH vs UEC
+885.8%
-687.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.5% | +2.0% |
| 7D | +1.3% | -9.4% | +10.7% | +2.4% |
| 30D | +15.9% | -8.0% | +23.9% | +16.6% |
| 3M | +23.3% | -1.7% | +25.0% | +22.6% |
| 6M | +40.1% | -26.1% | +66.3% | +42.4% |
| YTD | +33.6% | -10.5% | +44.1% | +31.0% |
| 1Y | +14.1% | -13.3% | +27.4% | +10.7% |
| 3Y | +1.4% | +116.4% | -114.9% | -18.3% |
| 5Y | -73.1% | +225.5% | -298.7% | -80.7% |
| All | +198.1% | +885.8% | -687.7% | +77.7% |
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