+215.7%
MXL vs FROG
+219.3%
-3.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.9% | +7.3% |
| 7D | +19.0% | -4.8% | +23.8% | +20.8% |
| 30D | +4.5% | -0.9% | +5.4% | +4.4% |
| 3M | -1.5% | +7.5% | -9.0% | -4.1% |
| 6M | +348.6% | +107.0% | +241.6% | +259.2% |
| YTD | +310.3% | +39.8% | +270.5% | +255.3% |
| 1Y | +344.7% | +74.8% | +269.9% | +257.0% |
| All | +215.7% | +219.3% | -3.6% | +95.1% |
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