+40.0%
MPWR vs FROG
+70.9%
-30.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.9% |
| 7D | +2.2% | +17.0% | -14.8% | +0.7% |
| 30D | -2.1% | +1.3% | -3.4% | -3.7% |
| 3M | -1.6% | +17.5% | -19.0% | -2.5% |
| 6M | -14.9% | +46.8% | -61.7% | -14.9% |
| YTD | +50.5% | +65.8% | -15.2% | +52.4% |
| 1Y | +40.0% | +61.0% | -21.0% | +42.1% |
| All | +40.0% | +70.9% | -30.9% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling