-82.2%
MARA vs UEC
+616.1%
-698.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.9% | -2.0% |
| 7D | +10.1% | -3.8% | +13.8% | +11.6% |
| 30D | -15.1% | -13.5% | -1.6% | -8.9% |
| 3M | -24.1% | -40.5% | +16.4% | -4.3% |
| 6M | -45.2% | -56.7% | +11.5% | -21.9% |
| YTD | -22.2% | -43.0% | +20.8% | -3.6% |
| 1Y | -45.3% | -42.5% | -2.8% | -32.9% |
| 3Y | -23.9% | +11.6% | -35.4% | -43.7% |
| 5Y | -90.8% | +21.8% | -112.5% | -94.0% |
| All | -82.2% | +616.1% | -698.3% | -95.3% |
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