-45.2%
MARA vs FROG
+50.1%
-95.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -4.3% | +14.8% | +12.0% |
| 7D | +2.5% | +17.0% | -14.5% | -3.6% |
| 30D | -23.9% | +1.3% | -25.2% | -25.1% |
| 3M | -23.2% | +17.5% | -40.7% | -27.8% |
| All | -45.2% | +50.1% | -95.2% | -54.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling