+339.4%
MXL vs FROG
+76.4%
+263.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.6% | -3.5% |
| 7D | +16.6% | -2.2% | +18.8% | +17.4% |
| 30D | +0.5% | +3.0% | -2.5% | -0.9% |
| 3M | -3.6% | +10.3% | -13.9% | -6.8% |
| 6M | +328.0% | +116.7% | +211.3% | +251.1% |
| YTD | +297.8% | +41.9% | +255.9% | +241.1% |
| 1Y | +339.4% | +78.5% | +260.9% | +270.5% |
| All | +339.4% | +76.4% | +263.0% | +270.5% |
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 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