-69.3%
MARA vs FROG
+133.6%
-203.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | +13.8% | -4.8% | +18.7% | +16.8% |
| 30D | +24.7% | -0.9% | +25.6% | +23.8% |
| 3M | -10.4% | +7.5% | -17.9% | -16.1% |
| 6M | +37.6% | +107.0% | -69.4% | -15.7% |
| YTD | +32.7% | +39.8% | -7.1% | -2.9% |
| 1Y | -25.2% | +74.8% | -100.0% | -54.9% |
| 3Y | +9.3% | +219.3% | -210.0% | -67.5% |
| 5Y | -69.3% | +133.0% | -202.3% | -88.7% |
| All | -69.3% | +133.6% | -203.0% | -88.7% |
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