+1,392.3%
MPC vs FROG
+55.2%
+1,337.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.4% |
| 7D | +9.4% | +48.2% | -38.8% | +6.7% |
| 30D | -13.4% | +11.4% | -24.8% | -14.3% |
| 3M | +18.9% | +28.5% | -9.7% | +16.5% |
| 6M | +64.9% | +63.7% | +1.2% | +58.7% |
| YTD | +156.8% | +77.1% | +79.7% | +143.8% |
| 1Y | +113.2% | +79.3% | +33.8% | +102.1% |
| 3Y | +201.8% | +323.8% | -121.9% | +165.1% |
| 5Y | +601.4% | +198.9% | +402.4% | +513.7% |
| All | +1,392.3% | +55.2% | +1,337.1% | +1,195.8% |
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 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