+199.8%
MPC vs FROG
+335.2%
-135.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.3% |
| 7D | +11.2% | +12.5% | -1.3% | +10.6% |
| 30D | -14.5% | +23.5% | -38.0% | -15.6% |
| 3M | +16.7% | +19.4% | -2.7% | +15.1% |
| 6M | +67.6% | +77.0% | -9.4% | +60.8% |
| YTD | +157.9% | +81.9% | +76.0% | +145.3% |
| 1Y | +116.7% | +90.7% | +26.0% | +105.0% |
| 3Y | +199.8% | +328.5% | -128.8% | +151.2% |
| All | +199.8% | +335.2% | -135.5% | +151.2% |
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