+504.6%
MCK vs FROG
+22.5%
+482.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | -3.6% | -4.8% | +1.2% | -3.6% |
| 30D | +1.4% | -0.9% | +2.4% | +1.4% |
| 3M | +13.8% | +7.5% | +6.4% | +13.8% |
| 6M | -5.2% | +107.0% | -112.2% | -5.8% |
| YTD | +9.0% | +39.8% | -30.8% | +8.8% |
| 1Y | +26.9% | +74.8% | -47.9% | +25.8% |
| 3Y | +114.7% | +219.3% | -104.5% | +111.1% |
| 5Y | +347.1% | +133.0% | +214.1% | +337.5% |
| All | +504.6% | +22.5% | +482.1% | +497.0% |
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