+116.3%
MP vs FROG
+176.4%
-60.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -13.6% | +7.5% | -3.2% |
| 7D | -19.0% | -24.5% | +5.5% | -14.2% |
| 30D | -30.5% | -24.3% | -6.2% | -26.5% |
| 3M | -29.6% | -11.7% | -17.9% | -28.2% |
| 6M | -50.4% | +37.1% | -87.6% | -54.0% |
| YTD | -33.2% | +19.5% | -52.7% | -37.6% |
| 1Y | -38.6% | +61.8% | -100.4% | -45.7% |
| All | +116.3% | +176.4% | -60.1% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling