+304.8%
MXL vs FROG
+85.3%
+219.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.7% | -8.1% | -6.5% |
| 7D | +13.4% | +12.5% | +0.9% | +8.4% |
| 30D | -29.2% | +23.5% | -52.8% | -34.8% |
| 3M | -27.2% | +19.4% | -46.6% | -32.7% |
| 6M | -36.4% | +77.0% | -113.4% | -49.2% |
| YTD | +220.0% | +81.9% | +138.1% | +144.4% |
| 1Y | +304.8% | +90.7% | +214.1% | +201.0% |
| All | +304.8% | +85.3% | +219.5% | +201.0% |
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