+497.7%
MCK vs FROG
+22.3%
+475.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.1% |
| 7D | -2.9% | -0.5% | -2.4% | -2.9% |
| 30D | +0.4% | +1.3% | -0.9% | +0.4% |
| 3M | +12.1% | +11.1% | +1.0% | +12.1% |
| 6M | -5.4% | +108.3% | -113.8% | -6.1% |
| YTD | +7.8% | +39.6% | -31.8% | +7.6% |
| 1Y | +22.9% | +74.7% | -51.8% | +21.9% |
| 3Y | +110.7% | +224.1% | -113.4% | +107.1% |
| 5Y | +346.2% | +138.4% | +207.8% | +336.8% |
| All | +497.7% | +22.3% | +475.4% | +490.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling