+85.4%
FROG vs MDY
+17.5%
+67.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -3.0% |
| 7D | -14.1% | +1.7% | -15.8% | -15.4% |
| 30D | -11.8% | +1.2% | -13.0% | -12.6% |
| 3M | +0.1% | -3.5% | +3.6% | +3.7% |
| 6M | +64.2% | +3.5% | +60.7% | +60.2% |
| YTD | +38.2% | +13.6% | +24.6% | +17.7% |
| 1Y | +85.4% | +17.1% | +68.3% | +48.3% |
| All | +85.4% | +17.5% | +67.9% | +48.3% |
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