+34.6%
FROG vs MKTX
-62.7%
+97.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -0.5% | -0.2% | -0.2% | -0.4% |
| 30D | +1.3% | +0.7% | +0.6% | +1.1% |
| 3M | +11.1% | +40.8% | -29.7% | -1.4% |
| 6M | +108.3% | -8.0% | +116.3% | +111.9% |
| YTD | +39.6% | -8.7% | +48.3% | +42.1% |
| 1Y | +74.7% | -11.8% | +86.6% | +79.5% |
| 3Y | +224.1% | -24.0% | +248.1% | +231.4% |
| 5Y | +138.4% | -60.3% | +198.7% | +205.1% |
| All | +34.6% | -62.7% | +97.3% | +61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling