-40.7%
MP vs FROG
+72.4%
-113.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.0% | -0.5% |
| 7D | +2.3% | +26.8% | -24.6% | -3.7% |
| 30D | -15.3% | +10.6% | -25.9% | -17.9% |
| 3M | -33.5% | +27.2% | -60.7% | -37.8% |
| 6M | -45.5% | +58.7% | -104.2% | -51.2% |
| YTD | -27.3% | +75.3% | -102.6% | -37.1% |
| 1Y | -40.7% | +71.1% | -111.8% | -48.0% |
| All | -40.7% | +72.4% | -113.1% | -48.0% |
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 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