+84.8%
MRK vs FROG
+83.7%
+1.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.5% |
| 7D | +1.3% | -11.3% | +12.6% | +0.8% |
| 30D | +17.1% | +3.6% | +13.5% | +17.4% |
| 3M | +25.9% | +1.7% | +24.2% | +26.2% |
| 6M | +26.8% | +123.5% | -96.7% | +32.4% |
| YTD | +44.9% | +40.2% | +4.7% | +49.6% |
| 1Y | +84.8% | +81.0% | +3.8% | +90.7% |
| All | +84.8% | +83.7% | +1.1% | +90.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling