+133.0%
FROG vs MDY
+45.8%
+87.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.7% | +1.9% |
| 7D | -4.8% | -0.8% | -4.0% | -4.0% |
| 30D | -0.9% | -3.9% | +2.9% | +3.8% |
| 3M | +7.5% | 0.0% | +7.5% | +7.7% |
| 6M | +107.0% | +8.5% | +98.5% | +88.7% |
| YTD | +39.8% | +13.2% | +26.6% | +20.6% |
| 1Y | +74.8% | +15.0% | +59.8% | +48.5% |
| 3Y | +219.3% | +49.6% | +169.7% | +96.2% |
| 5Y | +133.0% | +46.0% | +87.0% | +53.3% |
| All | +133.0% | +45.8% | +87.1% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling