+154.1%
MAR vs UEC
+289.3%
-135.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.0% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -4.7% | +1.9% | -6.6% | -5.0% |
| 3M | -15.6% | +8.9% | -24.5% | -16.6% |
| 6M | +1.2% | -14.5% | +15.7% | +1.2% |
| YTD | +7.5% | -0.7% | +8.2% | +5.0% |
| 1Y | +26.6% | -4.1% | +30.7% | +22.4% |
| 3Y | +66.0% | +148.9% | -83.0% | +37.9% |
| 5Y | +154.1% | +300.0% | -145.9% | +99.7% |
| All | +154.1% | +289.3% | -135.2% | +99.7% |
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 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