-89.2%
MARA vs FROG
+192.7%
-281.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.8% | -1.4% | +1.4% |
| 7D | +11.5% | +26.8% | -15.3% | -4.1% |
| 30D | -18.9% | +10.6% | -29.4% | -25.0% |
| 3M | -20.9% | +27.2% | -48.1% | -34.0% |
| 6M | -42.8% | +58.7% | -101.5% | -58.7% |
| YTD | -14.7% | +75.3% | -90.0% | -47.1% |
| 1Y | -47.6% | +71.1% | -118.7% | -67.1% |
| 3Y | -20.3% | +319.6% | -339.9% | -81.2% |
| 5Y | -89.2% | +195.7% | -284.8% | -96.5% |
| All | -89.2% | +192.7% | -281.8% | -96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling