+506.0%
MRVL vs FROG
+21.7%
+484.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +7.1% | -5.5% | +12.6% | +9.0% |
| 30D | +3.1% | -3.1% | +6.2% | +3.4% |
| 3M | -21.9% | +1.2% | -23.2% | -23.0% |
| 6M | +151.8% | +113.7% | +38.2% | +92.7% |
| YTD | +165.6% | +38.9% | +126.8% | +126.8% |
| 1Y | +242.3% | +72.0% | +170.3% | +165.0% |
| 3Y | +308.2% | +217.1% | +91.1% | +130.8% |
| 5Y | +280.4% | +130.6% | +149.8% | +117.9% |
| All | +506.0% | +21.7% | +484.3% | +280.2% |
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