+140.3%
MARA vs PDD
+196.6%
-56.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.2% |
| 7D | +13.8% | -4.4% | +18.3% | +15.4% |
| 30D | +24.7% | -15.5% | +40.2% | +31.6% |
| 3M | -10.4% | -4.1% | -6.4% | -9.8% |
| 6M | +37.6% | -23.4% | +61.1% | +48.8% |
| YTD | +32.7% | -30.7% | +63.4% | +48.4% |
| 1Y | -25.2% | -37.6% | +12.5% | -13.3% |
| 3Y | +9.3% | -17.5% | +26.8% | +5.5% |
| 5Y | -69.3% | -24.6% | -44.7% | -72.9% |
| All | +140.3% | +196.6% | -56.3% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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