+258.1%
MTZ vs UEC
+19.3%
+238.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +6.8% | +2.7% | +7.7% |
| 7D | -6.4% | -10.2% | +3.8% | -3.6% |
| 30D | -22.1% | -26.9% | +4.9% | -15.5% |
| 3M | -32.7% | -35.7% | +3.0% | -25.2% |
| 6M | -59.8% | -56.1% | -3.7% | -51.7% |
| YTD | -19.9% | -40.8% | +20.8% | -12.5% |
| 1Y | -11.5% | -43.4% | +31.9% | -2.9% |
| 3Y | +258.1% | +25.4% | +232.7% | +220.8% |
| All | +258.1% | +19.3% | +238.8% | +220.8% |
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