+101.3%
MNST vs FROG
+160.8%
-59.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +35.3% | -39.7% | -7.1% |
| 7D | -3.4% | +7.0% | -10.4% | -4.3% |
| 30D | +6.6% | +2.9% | +3.7% | +5.8% |
| 3M | -2.9% | +21.6% | -24.5% | -5.6% |
| 6M | +18.4% | +87.7% | -69.2% | +9.0% |
| YTD | +19.3% | +61.7% | -42.4% | +10.5% |
| 1Y | +37.9% | +113.7% | -75.8% | +22.7% |
| 3Y | +62.9% | +267.7% | -204.9% | +31.2% |
| All | +101.3% | +160.8% | -59.5% | +70.3% |
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