-74.1%
MARA vs UEC
+885.8%
-959.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -5.2% | +10.0% | +7.2% |
| 7D | +5.9% | -9.4% | +15.4% | +10.7% |
| 30D | +24.3% | -8.0% | +32.3% | +28.3% |
| 3M | -12.0% | -1.7% | -10.3% | -11.9% |
| 6M | +40.1% | -26.1% | +66.3% | +54.4% |
| YTD | +33.4% | -10.5% | +43.9% | +34.4% |
| 1Y | -23.7% | -13.3% | -10.5% | -24.7% |
| 3Y | +19.0% | +116.4% | -97.4% | -36.1% |
| 5Y | -66.5% | +225.5% | -292.0% | -86.1% |
| All | -74.1% | +885.8% | -959.9% | -94.6% |
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 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