-25.1%
MARA vs UEC
-1.0%
-24.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +6.0% | -6.9% | +12.9% | +9.5% |
| 30D | +0.6% | +7.6% | -7.0% | -3.2% |
| 3M | -18.5% | -18.4% | -0.1% | -12.5% |
| 6M | +21.7% | -23.3% | +45.0% | +30.9% |
| YTD | +25.9% | -1.2% | +27.1% | +23.9% |
| 1Y | -25.1% | +2.3% | -27.5% | -18.6% |
| All | -25.1% | -1.0% | -24.1% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling