+125.2%
MPWR vs FROG
+160.8%
-35.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +35.3% | -30.1% | -3.9% |
| 7D | -1.7% | +7.0% | -8.7% | -4.6% |
| 30D | -16.5% | +2.9% | -19.4% | -18.3% |
| 3M | -12.3% | +21.6% | -33.9% | -18.9% |
| 6M | -27.7% | +87.7% | -115.4% | -42.8% |
| YTD | +32.0% | +61.7% | -29.7% | +5.3% |
| 1Y | +25.1% | +113.7% | -88.6% | -12.0% |
| 3Y | +146.5% | +267.7% | -121.2% | +22.8% |
| All | +125.2% | +160.8% | -35.6% | +10.3% |
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