+164.1%
MXL vs FROG
+22.9%
+141.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.3% | +8.9% | +6.7% |
| 7D | +1.6% | -11.3% | +12.9% | +5.8% |
| 30D | -7.0% | +3.6% | -10.6% | -8.5% |
| 3M | -33.4% | +1.7% | -35.1% | -34.0% |
| 6M | +260.2% | +123.5% | +136.6% | +172.9% |
| YTD | +260.0% | +40.2% | +219.7% | +206.3% |
| 1Y | +303.5% | +81.0% | +222.5% | +210.4% |
| 3Y | +160.4% | +194.8% | -34.3% | +55.6% |
| 5Y | +14.7% | +131.8% | -117.1% | -31.7% |
| All | +164.1% | +22.9% | +141.1% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling