+8.4%
MARA vs FROG
+202.6%
-194.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.9% |
| 7D | +15.6% | -5.5% | +21.1% | +17.7% |
| 30D | +17.2% | -3.1% | +20.4% | +17.9% |
| 3M | -14.2% | +1.2% | -15.4% | -15.4% |
| 6M | +47.7% | +113.7% | -66.0% | +12.1% |
| YTD | +31.7% | +38.9% | -7.1% | +13.1% |
| 1Y | -22.2% | +72.0% | -94.2% | -39.6% |
| 3Y | +8.4% | +217.1% | -208.7% | -40.4% |
| All | +8.4% | +202.6% | -194.2% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling