+36.8%
FROG vs MDY
+107.9%
-71.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +2.5% |
| 7D | -2.2% | -2.5% | +0.4% | +0.4% |
| 30D | +3.0% | -5.0% | +8.0% | +8.7% |
| 3M | +10.3% | +0.5% | +9.9% | +10.0% |
| 6M | +116.7% | +8.0% | +108.7% | +100.5% |
| YTD | +41.9% | +12.2% | +29.8% | +25.6% |
| 1Y | +78.5% | +14.0% | +64.5% | +55.9% |
| 3Y | +224.1% | +48.2% | +176.0% | +115.6% |
| 5Y | +142.4% | +46.1% | +96.3% | +65.8% |
| All | +36.8% | +107.9% | -71.1% | -25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling