+36.8%
FROG vs MKC
-42.3%
+79.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | +1.6% |
| 7D | -2.2% | -2.8% | +0.7% | -2.0% |
| 30D | +3.0% | -3.4% | +6.3% | +3.2% |
| 3M | +10.3% | +3.8% | +6.5% | +9.9% |
| 6M | +116.7% | -17.9% | +134.6% | +120.4% |
| YTD | +41.9% | -23.6% | +65.6% | +45.5% |
| 1Y | +78.5% | -23.1% | +101.6% | +82.5% |
| 3Y | +224.1% | -31.5% | +255.6% | +233.9% |
| 5Y | +142.4% | -33.1% | +175.5% | +134.9% |
| All | +36.8% | -42.3% | +79.1% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling