-90.5%
MARA vs UEC
+318.1%
-408.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +6.0% | -6.9% | +12.9% | +8.7% |
| 30D | +0.6% | +7.6% | -7.0% | -2.4% |
| 3M | -18.5% | -18.4% | -0.1% | -13.2% |
| 6M | +21.7% | -23.3% | +45.0% | +30.2% |
| YTD | +25.9% | -1.2% | +27.1% | +23.8% |
| 1Y | -25.1% | +2.3% | -27.5% | -28.9% |
| 3Y | -5.7% | +162.3% | -168.0% | -41.9% |
| 5Y | -73.9% | +287.2% | -361.2% | -85.9% |
| 10Y | -75.6% | +1,009.6% | -1,085.2% | -90.6% |
| All | -90.5% | +318.1% | -408.7% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling