+1,263.9%
MPC vs FROG
+4.7%
+1,259.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -13.6% | +9.7% | -3.1% |
| 7D | -12.8% | -24.5% | +11.7% | -11.3% |
| 30D | -12.7% | -24.3% | +11.5% | -11.4% |
| 3M | +27.1% | -11.7% | +38.8% | +27.5% |
| 6M | +45.8% | +37.1% | +8.6% | +41.7% |
| YTD | +134.7% | +19.5% | +115.2% | +128.5% |
| 1Y | +106.0% | +61.8% | +44.3% | +95.7% |
| 3Y | +165.5% | +178.1% | -12.6% | +139.5% |
| 5Y | +540.9% | +91.2% | +449.7% | +476.4% |
| All | +1,263.9% | +4.7% | +1,259.2% | +1,114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling