+43.9%
MCD vs FROG
+51.8%
-7.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.1% | -5.4% | +1.7% |
| 7D | +5.9% | +27.1% | -21.2% | +5.7% |
| 30D | +19.6% | +5.8% | +13.8% | +19.6% |
| 3M | +3.3% | +20.8% | -17.6% | +3.0% |
| 6M | +3.5% | +53.3% | -49.9% | +2.6% |
| YTD | -6.1% | +73.2% | -79.3% | -7.2% |
| 1Y | -3.7% | +80.3% | -84.0% | -4.9% |
| 3Y | +13.4% | +318.3% | -305.0% | +7.0% |
| 5Y | +25.2% | +179.9% | -154.7% | +18.3% |
| All | +43.9% | +51.8% | -7.9% | +39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling