+95.0%
MTZ vs UEC
+21.1%
+73.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.8% |
| 7D | +5.0% | -3.8% | +8.7% | +6.0% |
| 30D | -6.0% | -13.5% | +7.5% | -2.9% |
| 3M | -36.1% | -40.5% | +4.4% | -28.9% |
| 6M | -56.9% | -56.7% | -0.2% | -49.3% |
| YTD | -15.9% | -43.0% | +27.1% | -8.1% |
| 1Y | -3.8% | -42.5% | +38.7% | +4.4% |
| 3Y | +272.3% | +11.6% | +260.7% | +232.2% |
| All | +95.0% | +21.1% | +73.9% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling