+238.5%
MXL vs FROG
+335.2%
-96.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.7% | -8.1% | -6.4% |
| 7D | +13.4% | +12.5% | +0.9% | +9.1% |
| 30D | -29.2% | +23.5% | -52.8% | -34.2% |
| 3M | -27.2% | +19.4% | -46.6% | -32.2% |
| 6M | -36.4% | +77.0% | -113.4% | -48.1% |
| YTD | +220.0% | +81.9% | +138.1% | +151.9% |
| 1Y | +304.8% | +90.7% | +214.1% | +214.1% |
| 3Y | +238.5% | +328.5% | -90.0% | +82.8% |
| All | +238.5% | +335.2% | -96.8% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling