+714.5%
MTZ vs UEC
+903.5%
-189.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.9% | +2.1% |
| 7D | -1.6% | -6.9% | +5.4% | -0.2% |
| 30D | -11.1% | +7.6% | -18.7% | -12.9% |
| 3M | -36.7% | -18.4% | -18.3% | -34.7% |
| 6M | -21.9% | -23.3% | +1.3% | -19.4% |
| YTD | +9.1% | -1.2% | +10.3% | +6.2% |
| 1Y | +30.0% | +2.3% | +27.7% | +23.5% |
| 3Y | +138.5% | +162.3% | -23.8% | +79.5% |
| 5Y | +158.3% | +287.2% | -128.9% | +62.2% |
| All | +714.5% | +903.5% | -189.0% | +242.0% |
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 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