+956.0%
MRVL vs UEC
+7.8%
+948.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +0.8% |
| 7D | -10.2% | -5.2% | -5.1% | -9.2% |
| 30D | -43.9% | -22.0% | -21.9% | -41.4% |
| 3M | -26.0% | -37.0% | +11.0% | -20.3% |
| 6M | -9.2% | -52.7% | +43.5% | +2.4% |
| YTD | +82.0% | -38.6% | +120.6% | +95.4% |
| 1Y | +65.9% | -44.6% | +110.5% | +80.2% |
| 3Y | +185.0% | +27.1% | +157.9% | +165.7% |
| 5Y | +121.5% | +37.9% | +83.6% | +94.7% |
| 10Y | +1,224.2% | +631.6% | +592.5% | +750.8% |
| All | +956.0% | +7.8% | +948.2% | +465.4% |
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