+1,247.3%
MPC vs FROG
+41.7%
+1,205.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +35.3% | -36.5% | -3.2% |
| 7D | -16.2% | +7.0% | -23.2% | -16.7% |
| 30D | -15.7% | +2.9% | -18.6% | -16.2% |
| 3M | +24.9% | +21.6% | +3.3% | +22.7% |
| 6M | +52.7% | +87.7% | -35.0% | +45.3% |
| YTD | +131.9% | +61.7% | +70.2% | +121.3% |
| 1Y | +96.6% | +113.7% | -17.0% | +83.4% |
| 3Y | +163.8% | +267.7% | -104.0% | +133.6% |
| 5Y | +533.1% | +158.8% | +374.3% | +458.2% |
| All | +1,247.3% | +41.7% | +1,205.6% | +1,076.0% |
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