-58.7%
MARA vs FROG
+83.7%
-142.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.6% | -3.6% |
| 7D | -6.5% | -14.1% | +7.5% | -3.9% |
| 30D | -38.5% | -11.8% | -26.7% | -37.0% |
| 3M | -41.5% | +0.1% | -41.7% | -41.5% |
| 6M | -41.9% | +64.2% | -106.1% | -45.3% |
| YTD | -23.5% | +38.2% | -61.7% | -28.2% |
| 1Y | -58.7% | +85.4% | -144.1% | -62.8% |
| All | -58.7% | +83.7% | -142.4% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 1y: compounded portfolio wealth divided by compounded FROG 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…
1y analysis · Full analysis span regression · 6 months rolling