+452.2%
MARA vs FROG
+24.4%
+427.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.8% |
| 7D | -1.5% | -2.2% | +0.7% | -0.5% |
| 30D | +18.1% | +3.0% | +15.1% | +15.2% |
| 3M | -9.4% | +10.3% | -19.7% | -15.5% |
| 6M | +33.4% | +116.7% | -83.3% | -14.9% |
| YTD | +27.3% | +41.9% | -14.6% | -3.6% |
| 1Y | -27.9% | +78.5% | -106.4% | -53.7% |
| 3Y | +4.8% | +224.1% | -219.4% | -59.6% |
| 5Y | -68.0% | +142.4% | -210.4% | -86.6% |
| All | +452.2% | +24.4% | +427.8% | +139.5% |
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