+1,916.5%
MRVL vs UEC
+994.3%
+922.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +4.8% |
| 7D | +13.8% | -0.2% | +14.0% | +13.8% |
| 30D | +12.7% | +1.9% | +10.7% | +11.8% |
| 3M | -11.9% | +8.9% | -20.8% | -13.6% |
| 6M | +153.8% | -14.5% | +168.3% | +161.3% |
| YTD | +177.0% | -0.7% | +177.6% | +173.3% |
| 1Y | +252.3% | -4.1% | +256.4% | +243.6% |
| 3Y | +325.5% | +148.9% | +176.6% | +226.4% |
| 5Y | +290.9% | +300.0% | -9.1% | +158.9% |
| All | +1,916.5% | +994.3% | +922.1% | +907.7% |
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 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