+22.7%
MCD vs FROG
+160.8%
-138.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +35.3% | -35.9% | -0.6% |
| 7D | +7.1% | +7.0% | +0.1% | +7.1% |
| 30D | +19.8% | +2.9% | +16.9% | +19.8% |
| 3M | +0.8% | +21.6% | -20.8% | +0.6% |
| 6M | -1.3% | +87.7% | -89.0% | -2.3% |
| YTD | -7.8% | +61.7% | -69.4% | -8.5% |
| 1Y | -5.0% | +113.7% | -118.6% | -6.6% |
| 3Y | +10.5% | +267.7% | -257.2% | +4.7% |
| All | +22.7% | +160.8% | -138.0% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling