+48.0%
MARA vs PDD
+199.6%
-151.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.4% | +11.9% | +11.0% |
| 7D | +2.5% | -1.0% | +3.5% | +2.5% |
| 30D | -23.9% | -2.4% | -21.5% | -23.7% |
| 3M | -23.2% | -14.6% | -8.6% | -19.8% |
| 6M | -43.3% | -19.6% | -23.7% | -40.0% |
| YTD | -18.3% | -30.0% | +11.7% | -9.5% |
| 1Y | -52.9% | -42.5% | -10.4% | -44.3% |
| 3Y | -23.6% | -27.2% | +3.6% | -23.4% |
| 5Y | -88.7% | -8.2% | -80.5% | -90.6% |
| All | +48.0% | +199.6% | -151.6% | -19.4% |
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