+1,356.1%
MPC vs FROG
+53.7%
+1,302.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.8% | -2.3% | +3.1% |
| 7D | +2.6% | +26.8% | -24.2% | +1.0% |
| 30D | -12.2% | +10.6% | -22.8% | -13.0% |
| 3M | +20.1% | +27.2% | -7.1% | +17.7% |
| 6M | +60.6% | +58.7% | +1.9% | +54.8% |
| YTD | +150.6% | +75.3% | +75.3% | +138.1% |
| 1Y | +104.7% | +71.1% | +33.6% | +94.6% |
| 3Y | +194.5% | +319.6% | -125.1% | +158.8% |
| 5Y | +582.3% | +195.7% | +386.6% | +497.4% |
| All | +1,356.1% | +53.7% | +1,302.5% | +1,165.1% |
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