+215.5%
FROG vs MKTX
-54.6%
+270.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +12.5% | +0.2% | +12.2% | +12.4% |
| 30D | +23.5% | +0.9% | +22.6% | +23.2% |
| 3M | +19.4% | +2.6% | +16.8% | +18.5% |
| 6M | +77.0% | +20.4% | +56.6% | +65.9% |
| YTD | +81.9% | -7.1% | +88.9% | +84.3% |
| 1Y | +90.7% | -2.8% | +93.4% | +90.1% |
| 3Y | +328.5% | -21.7% | +350.3% | +333.0% |
| All | +215.5% | -54.6% | +270.0% | +286.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling