-34.6%
MP vs FROG
+83.7%
-118.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.4% | -2.6% | -4.4% |
| 7D | -12.5% | -14.1% | +1.5% | -9.0% |
| 30D | -23.3% | -11.8% | -11.6% | -21.0% |
| 3M | -24.4% | +0.1% | -24.5% | -25.1% |
| 6M | -45.8% | +64.2% | -110.0% | -53.4% |
| YTD | -28.9% | +38.2% | -67.2% | -36.2% |
| 1Y | -34.6% | +85.4% | -120.0% | -51.8% |
| All | -34.6% | +83.7% | -118.3% | -51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling