+191.8%
MXL vs FROG
+24.4%
+167.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.6% | -3.6% |
| 7D | +16.6% | -2.2% | +18.8% | +17.4% |
| 30D | +0.5% | +3.0% | -2.5% | -1.0% |
| 3M | -3.6% | +10.3% | -13.9% | -7.2% |
| 6M | +328.0% | +116.7% | +211.3% | +227.7% |
| YTD | +297.8% | +41.9% | +255.9% | +237.1% |
| 1Y | +339.4% | +78.5% | +260.9% | +239.7% |
| 3Y | +201.7% | +224.1% | -22.4% | +74.1% |
| 5Y | +32.8% | +142.4% | -109.7% | -21.9% |
| All | +191.8% | +24.4% | +167.4% | +91.9% |
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