-13.2%
MCHP vs FROG
+335.2%
-348.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.4% | -0.9% |
| 7D | +5.7% | +12.5% | -6.8% | +4.3% |
| 30D | -13.4% | +23.5% | -37.0% | -15.7% |
| 3M | -20.1% | +19.4% | -39.5% | -22.1% |
| 6M | -35.5% | +77.0% | -112.5% | -40.7% |
| YTD | -1.6% | +81.9% | -83.4% | -11.1% |
| 1Y | +15.5% | +90.7% | -75.2% | +3.2% |
| 3Y | -13.2% | +328.5% | -341.7% | -41.1% |
| All | -13.2% | +335.2% | -348.4% | -41.1% |
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