+81.0%
FROG vs MKTX
-8.5%
+89.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -11.3% | +0.4% | -11.7% | -11.3% |
| 30D | +3.6% | +1.1% | +2.6% | +3.4% |
| 3M | +1.7% | +36.1% | -34.4% | -4.4% |
| 6M | +123.5% | -12.9% | +136.4% | +136.1% |
| YTD | +40.2% | -8.5% | +48.8% | +42.8% |
| 1Y | +81.0% | -7.5% | +88.5% | +80.2% |
| All | +81.0% | -8.5% | +89.5% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling