+377.8%
MTCH vs UEC
+78.8%
+299.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -1.9% |
| 7D | -1.8% | +2.6% | -4.4% | -2.0% |
| 30D | +10.4% | +5.6% | +4.8% | +9.7% |
| 3M | +21.0% | -5.7% | +26.7% | +20.8% |
| 6M | +36.6% | -8.0% | +44.7% | +35.7% |
| YTD | +29.7% | +1.8% | +27.9% | +27.0% |
| 1Y | +8.6% | +0.6% | +8.0% | +5.6% |
| 3Y | -2.7% | +155.2% | -157.9% | -15.2% |
| 5Y | -72.9% | +305.8% | -378.7% | -77.9% |
| 10Y | +185.0% | +943.0% | -758.0% | +105.0% |
| All | +377.8% | +78.8% | +299.0% | +256.7% |
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 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