+111.3%
MRK vs FROG
+22.3%
+89.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.6% |
| 7D | -4.3% | -0.5% | -3.8% | -4.3% |
| 30D | +8.3% | +1.3% | +7.0% | +8.4% |
| 3M | +20.0% | +11.1% | +9.0% | +20.5% |
| 6M | +25.7% | +108.3% | -82.6% | +28.5% |
| YTD | +38.7% | +39.6% | -0.8% | +40.9% |
| 1Y | +74.7% | +74.7% | -0.1% | +78.4% |
| 3Y | +45.4% | +224.1% | -178.7% | +51.5% |
| 5Y | +129.0% | +138.4% | -9.4% | +136.7% |
| All | +111.3% | +22.3% | +89.0% | +118.4% |
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