+297.0%
MXL vs FROG
+83.7%
+213.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -2.4% | -8.7% | -10.4% |
| 7D | -24.3% | -14.1% | -10.3% | -20.5% |
| 30D | -46.1% | -11.8% | -34.3% | -43.7% |
| 3M | -21.8% | +0.1% | -22.0% | -22.0% |
| 6M | -27.2% | +64.2% | -91.4% | -36.0% |
| YTD | +226.2% | +38.2% | +187.9% | +183.2% |
| 1Y | +297.0% | +85.4% | +211.6% | +236.8% |
| All | +297.0% | +83.7% | +213.3% | +236.8% |
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 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