+114.1%
MNST vs FROG
+22.9%
+91.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.3% |
| 7D | -6.5% | -11.3% | +4.8% | -5.5% |
| 30D | -7.2% | +3.6% | -10.9% | -7.8% |
| 3M | -1.0% | +1.7% | -2.7% | -1.8% |
| 6M | +11.5% | +123.5% | -112.0% | +1.6% |
| YTD | +14.3% | +40.2% | -25.9% | +8.4% |
| 1Y | +38.1% | +81.0% | -42.9% | +26.5% |
| 3Y | +55.0% | +194.8% | -139.8% | +31.0% |
| 5Y | +79.6% | +131.8% | -52.2% | +50.0% |
| All | +114.1% | +22.9% | +91.2% | +81.6% |
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