+217.1%
FROG vs MDY
+51.1%
+166.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.3% |
| 7D | -5.5% | +1.0% | -6.5% | -6.6% |
| 30D | -3.1% | -3.1% | 0.0% | +0.4% |
| 3M | +1.2% | +1.8% | -0.6% | -0.5% |
| 6M | +113.7% | +10.8% | +102.9% | +91.7% |
| YTD | +38.9% | +14.4% | +24.4% | +19.3% |
| 1Y | +72.0% | +15.2% | +56.8% | +47.1% |
| 3Y | +217.1% | +51.2% | +165.9% | +77.7% |
| All | +217.1% | +51.1% | +166.0% | +77.7% |
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