+21.6%
MCD vs FROG
+129.7%
-108.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.5% |
| 7D | -2.8% | -11.3% | +8.5% | -2.7% |
| 30D | -6.0% | +3.6% | -9.7% | -6.1% |
| 3M | -5.6% | +1.7% | -7.2% | -5.7% |
| 6M | -21.9% | +123.5% | -145.4% | -23.3% |
| YTD | -14.7% | +40.2% | -54.9% | -15.3% |
| 1Y | -17.3% | +81.0% | -98.3% | -18.6% |
| 3Y | -2.2% | +194.8% | -196.9% | -7.2% |
| All | +21.6% | +129.7% | -108.1% | +16.6% |
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