+180.6%
MPC vs FROG
+198.7%
-18.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.5% |
| 7D | +5.4% | -11.3% | +16.7% | +6.1% |
| 30D | +31.0% | +3.6% | +27.3% | +30.4% |
| 3M | +46.0% | +1.7% | +44.4% | +45.3% |
| 6M | +77.3% | +123.5% | -46.2% | +67.6% |
| YTD | +141.9% | +40.2% | +101.7% | +134.0% |
| 1Y | +120.9% | +81.0% | +39.9% | +108.4% |
| All | +180.6% | +198.7% | -18.0% | +145.5% |
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