+42.2%
MCD vs FROG
+4.7%
+37.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.6% | +12.8% | -0.7% |
| 7D | +8.0% | -24.5% | +32.5% | +8.3% |
| 30D | +19.6% | -24.3% | +43.9% | +19.9% |
| 3M | +2.2% | -11.7% | +13.9% | +2.1% |
| 6M | -1.1% | +37.1% | -38.3% | -2.2% |
| YTD | -7.2% | +19.5% | -26.7% | -8.0% |
| 1Y | -6.7% | +61.8% | -68.5% | -8.4% |
| 3Y | +11.6% | +178.1% | -166.5% | +5.9% |
| 5Y | +22.6% | +91.2% | -68.6% | +16.3% |
| All | +42.2% | +4.7% | +37.5% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling