+128.0%
MARA vs PDD
+210.2%
-82.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | +6.0% | -4.1% | +10.1% | +7.4% |
| 30D | +0.6% | -9.6% | +10.2% | +3.9% |
| 3M | -18.5% | -4.3% | -14.2% | -17.8% |
| 6M | +21.7% | -18.8% | +40.5% | +29.1% |
| YTD | +25.9% | -27.5% | +53.4% | +38.8% |
| 1Y | -25.1% | -33.6% | +8.5% | -15.0% |
| 3Y | -5.7% | -20.4% | +14.7% | -7.8% |
| 5Y | -73.9% | -19.6% | -54.4% | -77.5% |
| All | +128.0% | +210.2% | -82.2% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling