+81.0%
FROG vs MDY
+17.9%
+63.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.5% |
| 7D | -11.3% | +0.1% | -11.4% | -11.4% |
| 30D | +3.6% | -1.5% | +5.1% | +5.5% |
| 3M | +1.7% | +0.8% | +0.9% | +1.5% |
| 6M | +123.5% | +7.4% | +116.1% | +106.5% |
| YTD | +40.2% | +15.2% | +25.1% | +17.4% |
| 1Y | +81.0% | +16.5% | +64.5% | +48.5% |
| All | +81.0% | +17.9% | +63.1% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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