-87.4%
MARA vs UEC
+21.1%
-108.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.9% | -1.9% |
| 7D | +10.1% | -3.8% | +13.8% | +11.6% |
| 30D | -15.1% | -13.5% | -1.6% | -8.7% |
| 3M | -24.1% | -40.5% | +16.4% | -3.5% |
| 6M | -45.2% | -56.7% | +11.5% | -20.9% |
| YTD | -22.2% | -43.0% | +20.8% | -3.0% |
| 1Y | -45.3% | -42.5% | -2.8% | -32.6% |
| 3Y | -23.9% | +11.6% | -35.4% | -46.8% |
| All | -87.4% | +21.1% | -108.5% | -93.8% |
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