+62.9%
MNST vs FROG
+274.0%
-211.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +35.3% | -39.7% | -6.3% |
| 7D | -3.4% | +7.0% | -10.4% | -3.8% |
| 30D | +6.6% | +2.9% | +3.7% | +6.3% |
| 3M | -2.9% | +21.6% | -24.5% | -4.9% |
| 6M | +18.4% | +87.7% | -69.2% | +10.2% |
| YTD | +19.3% | +61.7% | -42.4% | +12.1% |
| 1Y | +37.9% | +113.7% | -75.8% | +24.3% |
| 3Y | +62.9% | +267.7% | -204.9% | +34.2% |
| All | +62.9% | +274.0% | -211.1% | +34.2% |
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