+163.8%
MPC vs FROG
+274.0%
-110.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +35.3% | -36.5% | -3.0% |
| 7D | -16.2% | +7.0% | -23.2% | -16.6% |
| 30D | -15.7% | +2.9% | -18.6% | -16.1% |
| 3M | +24.9% | +21.6% | +3.3% | +22.8% |
| 6M | +52.7% | +87.7% | -35.0% | +45.4% |
| YTD | +131.9% | +61.7% | +70.2% | +121.6% |
| 1Y | +96.6% | +113.7% | -17.0% | +82.6% |
| 3Y | +163.8% | +267.7% | -104.0% | +118.5% |
| All | +163.8% | +274.0% | -110.2% | +118.5% |
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