+4.4%
MCHP vs FROG
+133.6%
-129.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +0.3% | -4.8% | +5.2% | +1.4% |
| 30D | -9.8% | -0.9% | -8.8% | -9.9% |
| 3M | -19.7% | +7.5% | -27.2% | -21.6% |
| 6M | +13.6% | +107.0% | -93.5% | -6.3% |
| YTD | +16.5% | +39.8% | -23.3% | +3.7% |
| 1Y | +15.7% | +74.8% | -59.1% | -4.7% |
| 3Y | 0.0% | +219.3% | -219.3% | -37.0% |
| 5Y | +4.4% | +133.0% | -128.6% | -30.0% |
| All | +4.4% | +133.6% | -129.2% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling