+237.7%
MARA vs FROG
+59.4%
+178.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.7% | -5.6% | -4.2% |
| 7D | +10.1% | +12.5% | -2.4% | +3.8% |
| 30D | -15.1% | +23.5% | -38.6% | -24.9% |
| 3M | -24.1% | +19.4% | -43.5% | -32.8% |
| 6M | -45.2% | +77.0% | -122.2% | -60.8% |
| YTD | -22.2% | +81.9% | -104.0% | -49.3% |
| 1Y | -45.3% | +90.7% | -136.0% | -65.4% |
| 3Y | -23.9% | +328.5% | -352.4% | -75.1% |
| 5Y | -90.8% | +207.0% | -297.8% | -96.7% |
| All | +237.7% | +59.4% | +178.3% | +25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling