+58.1%
MP vs FROG
+129.7%
-71.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +2.4% |
| 7D | -2.9% | -11.3% | +8.4% | +0.6% |
| 30D | +13.8% | +3.6% | +10.2% | +12.0% |
| 3M | -16.7% | +1.7% | -18.4% | -17.9% |
| 6M | -11.5% | +123.5% | -135.0% | -33.5% |
| YTD | +7.9% | +40.2% | -32.3% | -7.8% |
| 1Y | -15.0% | +81.0% | -96.0% | -33.7% |
| 3Y | +153.5% | +194.8% | -41.2% | +45.1% |
| All | +58.1% | +129.7% | -71.5% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling