+65.9%
MRVL vs FROG
+70.9%
-5.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.1% | +1.0% |
| 7D | -10.2% | +17.0% | -27.2% | -14.2% |
| 30D | -43.9% | +1.3% | -45.2% | -44.5% |
| 3M | -26.0% | +17.5% | -43.4% | -29.1% |
| 6M | -9.2% | +46.8% | -56.0% | -15.8% |
| YTD | +82.0% | +65.8% | +16.2% | +62.7% |
| 1Y | +65.9% | +61.0% | +4.9% | +48.2% |
| All | +65.9% | +70.9% | -5.1% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling