+195.7%
FROG vs MDY
+37.8%
+157.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +5.0% | +4.9% |
| 7D | +26.8% | +0.2% | +26.6% | +27.5% |
| 30D | +10.6% | +2.1% | +8.4% | +9.0% |
| 3M | +27.2% | -3.6% | +30.8% | +33.7% |
| 6M | +58.7% | +1.7% | +57.0% | +56.9% |
| YTD | +75.3% | +13.8% | +61.5% | +51.4% |
| 1Y | +71.1% | +15.5% | +55.6% | +45.3% |
| 3Y | +319.6% | +58.3% | +261.3% | +143.0% |
| 5Y | +195.7% | +37.4% | +158.2% | +107.6% |
| All | +195.7% | +37.8% | +157.9% | +107.6% |
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