+177.9%
MRVL vs FROG
+274.0%
-96.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +35.3% | -29.6% | -3.6% |
| 7D | -28.1% | +7.0% | -35.1% | -29.8% |
| 30D | -50.4% | +2.9% | -53.3% | -51.0% |
| 3M | -32.9% | +21.6% | -54.5% | -36.9% |
| 6M | -17.9% | +87.7% | -105.6% | -30.2% |
| YTD | +66.4% | +61.7% | +4.8% | +43.5% |
| 1Y | +51.5% | +113.7% | -62.1% | +19.3% |
| 3Y | +177.9% | +267.7% | -89.9% | +85.5% |
| All | +177.9% | +274.0% | -96.1% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling