+133.0%
MP vs FROG
+41.7%
+91.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +35.3% | -30.4% | -5.4% |
| 7D | -10.5% | +7.0% | -17.5% | -13.6% |
| 30D | -23.5% | +2.9% | -26.4% | -25.6% |
| 3M | -25.4% | +21.6% | -47.0% | -31.6% |
| 6M | -51.3% | +87.7% | -138.9% | -61.7% |
| YTD | -29.9% | +61.7% | -91.6% | -43.9% |
| 1Y | -31.8% | +113.7% | -145.5% | -50.3% |
| 3Y | +127.0% | +267.7% | -140.7% | +22.0% |
| 5Y | -3.3% | +158.8% | -162.1% | -45.1% |
| All | +133.0% | +41.7% | +91.3% | +50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling