+51.6%
MCO vs FROG
+335.2%
-283.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | +0.1% |
| 7D | +0.5% | +12.5% | -12.0% | -0.4% |
| 30D | +9.8% | +23.5% | -13.7% | +7.5% |
| 3M | +4.3% | +19.4% | -15.1% | +2.1% |
| 6M | +16.5% | +77.0% | -60.5% | +9.1% |
| YTD | +0.1% | +81.9% | -81.7% | -7.7% |
| 1Y | +4.4% | +90.7% | -86.2% | -4.4% |
| 3Y | +51.6% | +328.5% | -276.9% | +17.9% |
| All | +51.6% | +335.2% | -283.7% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling