+167.3%
MPWR vs FROG
+195.3%
-28.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.4% |
| 7D | +27.9% | +48.2% | -20.3% | +14.3% |
| 30D | +9.7% | +11.4% | -1.7% | +5.3% |
| 3M | +1.7% | +28.5% | -26.8% | -7.1% |
| 6M | -9.2% | +63.7% | -73.0% | -24.0% |
| YTD | +60.5% | +77.1% | -16.6% | +25.3% |
| 1Y | +52.0% | +79.3% | -27.3% | +17.8% |
| 3Y | +193.1% | +323.8% | -130.6% | +39.4% |
| 5Y | +167.3% | +198.9% | -31.7% | +26.8% |
| All | +167.3% | +195.3% | -28.1% | +26.8% |
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