+0.5%
MCHP vs FROG
+202.6%
-202.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +2.8% | -5.5% | +8.3% | +3.6% |
| 30D | -12.8% | -3.1% | -9.7% | -12.6% |
| 3M | -19.2% | +1.2% | -20.4% | -19.8% |
| 6M | +14.5% | +113.7% | -99.1% | -0.1% |
| YTD | +17.1% | +38.9% | -21.7% | +9.0% |
| 1Y | +15.3% | +72.0% | -56.7% | +1.5% |
| 3Y | +0.5% | +217.1% | -216.7% | -29.4% |
| All | +0.5% | +202.6% | -202.2% | -29.4% |
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 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