+198.0%
MPWR vs FROG
+319.6%
-121.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +5.8% | +3.2% | +8.0% |
| 7D | +17.3% | +26.8% | -9.6% | +12.7% |
| 30D | +12.1% | +10.6% | +1.5% | +9.5% |
| 3M | +5.6% | +27.2% | -21.6% | +0.8% |
| 6M | -10.7% | +58.7% | -69.4% | -18.2% |
| YTD | +64.0% | +75.3% | -11.4% | +45.3% |
| 1Y | +55.9% | +71.1% | -15.2% | +38.7% |
| All | +198.0% | +319.6% | -121.6% | +83.4% |
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 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