+70.7%
FROG vs MKC
-47.0%
+117.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.0% |
| 7D | +48.2% | -7.3% | +55.5% | +48.1% |
| 30D | +11.4% | +4.0% | +7.4% | +10.9% |
| 3M | +28.5% | -11.5% | +40.0% | +29.0% |
| 6M | +63.7% | +1.1% | +62.7% | +62.7% |
| YTD | +77.1% | -29.9% | +107.0% | +81.8% |
| 1Y | +79.3% | -27.0% | +106.4% | +82.9% |
| 3Y | +323.8% | -22.3% | +346.1% | +320.6% |
| 5Y | +198.9% | -36.0% | +234.9% | +182.5% |
| All | +70.7% | -47.0% | +117.8% | +94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling