+446.4%
MARA vs FROG
+22.9%
+423.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -0.9% |
| 7D | +6.0% | -11.3% | +17.3% | +12.2% |
| 30D | +0.6% | +3.6% | -3.0% | -2.5% |
| 3M | -18.5% | +1.7% | -20.2% | -20.7% |
| 6M | +21.7% | +123.5% | -101.8% | -23.7% |
| YTD | +25.9% | +40.2% | -14.3% | -4.0% |
| 1Y | -25.1% | +81.0% | -106.1% | -52.3% |
| 3Y | -5.7% | +194.8% | -200.5% | -61.2% |
| 5Y | -73.9% | +131.8% | -205.8% | -88.9% |
| All | +446.4% | +22.9% | +423.5% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling