-43.2%
MP vs FROG
+70.9%
-114.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.3% | +0.9% | -2.5% |
| 7D | -3.6% | +17.0% | -20.6% | -7.6% |
| 30D | -21.0% | +1.3% | -22.3% | -21.9% |
| 3M | -33.3% | +17.5% | -50.8% | -36.5% |
| 6M | -45.9% | +46.8% | -92.7% | -50.8% |
| YTD | -27.8% | +65.8% | -93.6% | -36.8% |
| 1Y | -43.2% | +61.0% | -104.2% | -49.4% |
| All | -43.2% | +70.9% | -114.1% | -49.4% |
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 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