+315.2%
MRVL vs FROG
+45.3%
+269.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.1% | +1.3% |
| 7D | -10.2% | +17.0% | -27.2% | -15.5% |
| 30D | -43.9% | +1.3% | -45.2% | -44.5% |
| 3M | -26.0% | +17.5% | -43.4% | -31.0% |
| 6M | -9.2% | +46.8% | -56.0% | -21.5% |
| YTD | +82.0% | +65.8% | +16.2% | +45.1% |
| 1Y | +65.9% | +61.0% | +4.9% | +33.1% |
| 3Y | +185.0% | +296.7% | -111.7% | +48.7% |
| 5Y | +121.5% | +177.8% | -56.4% | +18.6% |
| All | +315.2% | +45.3% | +269.9% | +143.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling