-23.9%
MARA vs PDD
-28.8%
+5.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.3% |
| 7D | +10.1% | -4.9% | +15.0% | +11.1% |
| 30D | -15.1% | -3.0% | -12.0% | -14.8% |
| 3M | -24.1% | -6.2% | -17.9% | -23.4% |
| 6M | -45.2% | -20.7% | -24.5% | -42.7% |
| YTD | -22.2% | -30.4% | +8.2% | -16.4% |
| 1Y | -45.3% | -41.3% | -4.0% | -39.3% |
| 3Y | -23.9% | -27.7% | +3.8% | -23.3% |
| All | -23.9% | -28.8% | +5.0% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling