+317.2%
FROG vs MKC
-22.3%
+339.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +0.8% |
| 7D | +48.2% | -7.3% | +55.5% | +46.3% |
| 30D | +11.4% | +4.0% | +7.4% | +11.7% |
| 3M | +28.5% | -11.5% | +40.0% | +27.5% |
| 6M | +63.7% | +1.1% | +62.7% | +63.8% |
| YTD | +77.1% | -29.9% | +107.0% | +76.1% |
| 1Y | +79.3% | -27.0% | +106.4% | +77.9% |
| All | +317.2% | -22.3% | +339.5% | +316.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling