+133.7%
MNST vs FROG
+4.7%
+129.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -13.6% | +11.7% | -0.7% |
| 7D | +3.2% | -24.5% | +27.7% | +5.6% |
| 30D | +10.6% | -24.3% | +34.8% | +12.9% |
| 3M | +1.3% | -11.7% | +13.0% | +1.5% |
| 6M | +26.2% | +37.1% | -10.9% | +20.1% |
| YTD | +24.8% | +19.5% | +5.3% | +19.3% |
| 1Y | +40.9% | +61.8% | -20.8% | +29.7% |
| 3Y | +72.2% | +178.1% | -105.9% | +45.6% |
| 5Y | +108.8% | +91.2% | +17.6% | +76.6% |
| All | +133.7% | +4.7% | +129.0% | +99.9% |
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