+549.2%
MPC vs FROG
+182.9%
+366.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.1% | -2.5% | +4.2% |
| 7D | -9.4% | +27.1% | -36.5% | -10.9% |
| 30D | -14.3% | +5.8% | -20.1% | -14.9% |
| 3M | +31.1% | +20.8% | +10.3% | +28.8% |
| 6M | +60.3% | +53.3% | +6.9% | +54.4% |
| YTD | +142.5% | +73.2% | +69.3% | +129.7% |
| 1Y | +104.6% | +80.3% | +24.3% | +92.9% |
| 3Y | +191.7% | +318.3% | -126.6% | +151.8% |
| 5Y | +549.2% | +179.9% | +369.3% | +480.2% |
| All | +549.2% | +182.9% | +366.3% | +480.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling