-1.2%
MCD vs FROG
+206.6%
-207.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.5% |
| 7D | -2.8% | -11.3% | +8.5% | -2.9% |
| 30D | -6.0% | +3.6% | -9.7% | -6.0% |
| 3M | -5.6% | +1.7% | -7.2% | -5.5% |
| 6M | -21.9% | +123.5% | -145.4% | -22.0% |
| YTD | -14.7% | +40.2% | -54.9% | -14.4% |
| 1Y | -17.3% | +81.0% | -98.3% | -17.3% |
| All | -1.2% | +206.6% | -207.9% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling