-9.3%
MCD vs FROG
+85.3%
-94.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -0.5% |
| 7D | -1.6% | +12.5% | -14.1% | -1.1% |
| 30D | +14.1% | +23.5% | -9.4% | +15.5% |
| 3M | +0.6% | +19.4% | -18.8% | +1.7% |
| 6M | 0.0% | +77.0% | -77.0% | +2.9% |
| YTD | -9.3% | +81.9% | -91.1% | -4.6% |
| 1Y | -9.3% | +90.7% | -100.0% | -4.8% |
| All | -9.3% | +85.3% | -94.6% | -4.8% |
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