+0.1%
MTCH vs UEC
+134.5%
-134.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.0% | +5.9% | +1.1% |
| 7D | -1.4% | -4.3% | +2.8% | -1.3% |
| 30D | +13.6% | -3.8% | +17.5% | +13.7% |
| 3M | +22.4% | +17.0% | +5.4% | +21.2% |
| 6M | +37.2% | -23.9% | +61.1% | +37.8% |
| YTD | +31.8% | -5.7% | +37.4% | +30.1% |
| 1Y | +12.9% | -12.5% | +25.4% | +11.3% |
| All | +0.1% | +134.5% | -134.4% | -14.0% |
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