+118.2%
MRK vs FROG
+59.4%
+58.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.2% | +0.6% |
| 7D | +0.7% | +12.5% | -11.8% | +1.0% |
| 30D | +0.3% | +23.5% | -23.3% | +1.0% |
| 3M | +9.7% | +19.4% | -9.7% | +10.5% |
| 6M | +32.0% | +77.0% | -45.0% | +34.5% |
| YTD | +43.3% | +81.9% | -38.6% | +46.9% |
| 1Y | +63.7% | +90.7% | -27.0% | +68.0% |
| 3Y | +58.0% | +328.5% | -270.5% | +66.2% |
| 5Y | +105.0% | +207.0% | -102.1% | +113.3% |
| All | +118.2% | +59.4% | +58.8% | +127.7% |
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 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