-15.0%
MP vs FROG
+83.7%
-98.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +2.3% |
| 7D | -2.9% | -11.3% | +8.4% | +0.2% |
| 30D | +13.8% | +3.6% | +10.2% | +12.3% |
| 3M | -16.7% | +1.7% | -18.4% | -17.9% |
| 6M | -11.5% | +123.5% | -135.0% | -31.6% |
| YTD | +7.9% | +40.2% | -32.3% | -3.5% |
| 1Y | -15.0% | +81.0% | -96.0% | -33.9% |
| All | -15.0% | +83.7% | -98.8% | -33.9% |
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