+14.5%
MDB vs FROG
+83.7%
-69.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -2.7% |
| 7D | -17.4% | -11.3% | -6.2% | -13.4% |
| 30D | -2.0% | +3.6% | -5.7% | -3.5% |
| 3M | -3.0% | +1.7% | -4.7% | -4.3% |
| 6M | +48.7% | +123.5% | -74.8% | +12.4% |
| YTD | -12.1% | +40.2% | -52.4% | -24.4% |
| 1Y | +14.5% | +81.0% | -66.5% | -5.3% |
| All | +14.5% | +83.7% | -69.2% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 1y: compounded portfolio wealth divided by compounded FROG 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…
1y analysis · Full analysis span regression · 6 months rolling