+18.4%
MARA vs UEC
+146.8%
-128.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.6% |
| 7D | +13.8% | -0.2% | +14.0% | +13.9% |
| 30D | +24.7% | +1.9% | +22.8% | +23.6% |
| 3M | -10.4% | +8.9% | -19.4% | -13.5% |
| 6M | +37.6% | -14.5% | +52.1% | +41.2% |
| YTD | +32.7% | -0.7% | +33.4% | +31.5% |
| 1Y | -25.2% | -4.1% | -21.1% | -26.1% |
| All | +18.4% | +146.8% | -128.4% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling