+120.7%
MRK vs FROG
+22.9%
+97.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.4% |
| 7D | +1.3% | -11.3% | +12.6% | +1.0% |
| 30D | +17.1% | +3.6% | +13.5% | +17.3% |
| 3M | +25.9% | +1.7% | +24.2% | +26.1% |
| 6M | +26.8% | +123.5% | -96.7% | +29.9% |
| YTD | +44.9% | +40.2% | +4.7% | +47.2% |
| 1Y | +84.8% | +81.0% | +3.8% | +88.9% |
| 3Y | +50.1% | +194.8% | -144.6% | +55.9% |
| 5Y | +127.4% | +131.8% | -4.4% | +134.8% |
| All | +120.7% | +22.9% | +97.8% | +128.2% |
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 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