+501.0%
MRVL vs FROG
+22.9%
+478.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.3% | +10.4% | +8.1% |
| 7D | +3.2% | -11.3% | +14.5% | +7.0% |
| 30D | +5.9% | +3.6% | +2.3% | +3.9% |
| 3M | -29.3% | +1.7% | -31.0% | -30.3% |
| 6M | +186.5% | +123.5% | +63.0% | +115.7% |
| YTD | +163.4% | +40.2% | +123.2% | +124.2% |
| 1Y | +249.5% | +81.0% | +168.5% | +165.6% |
| 3Y | +289.4% | +194.8% | +94.6% | +127.0% |
| 5Y | +270.2% | +131.8% | +138.4% | +111.6% |
| All | +501.0% | +22.9% | +478.1% | +275.8% |
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