+35.2%
FROG vs MKC
-41.2%
+76.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.4% | -3.3% |
| 7D | -11.3% | -5.9% | -5.4% | -10.9% |
| 30D | +3.6% | -0.9% | +4.5% | +3.7% |
| 3M | +1.7% | +12.7% | -11.1% | +0.7% |
| 6M | +123.5% | -19.3% | +142.8% | +128.0% |
| YTD | +40.2% | -22.2% | +62.4% | +43.6% |
| 1Y | +81.0% | -23.3% | +104.3% | +85.5% |
| 3Y | +194.8% | -30.0% | +224.7% | +203.1% |
| 5Y | +131.8% | -33.8% | +165.6% | +128.7% |
| All | +35.2% | -41.2% | +76.4% | +53.7% |
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 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