-3.9%
MCD vs FROG
+83.7%
-87.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.4% | +9.0% | +6.4% |
| 7D | +11.9% | -14.1% | +25.9% | +11.2% |
| 30D | +20.2% | -11.8% | +32.0% | +19.7% |
| 3M | +5.2% | +0.1% | +5.0% | +5.3% |
| 6M | 0.0% | +64.2% | -64.2% | +1.7% |
| YTD | -6.5% | +38.2% | -44.7% | -4.3% |
| 1Y | -3.9% | +85.4% | -89.3% | -1.4% |
| All | -3.9% | +83.7% | -87.6% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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