+313.1%
FROG vs MDY
+58.9%
+254.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +5.0% | +4.9% |
| 7D | +26.8% | +0.2% | +26.6% | +27.4% |
| 30D | +10.6% | +2.1% | +8.4% | +9.1% |
| 3M | +27.2% | -3.6% | +30.8% | +33.1% |
| 6M | +58.7% | +1.7% | +57.0% | +57.2% |
| YTD | +75.3% | +13.8% | +61.5% | +53.3% |
| 1Y | +71.1% | +15.5% | +55.6% | +47.3% |
| All | +313.1% | +58.9% | +254.2% | +156.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling