+61.4%
MDB vs FROG
+45.3%
+16.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.3% | +5.7% | +3.6% |
| 7D | -1.0% | +17.0% | -18.0% | -12.0% |
| 30D | -14.0% | +1.3% | -15.3% | -17.5% |
| 3M | -20.3% | +17.5% | -37.8% | -29.8% |
| 6M | +10.9% | +46.8% | -35.9% | -13.6% |
| YTD | -20.9% | +65.8% | -86.7% | -45.3% |
| 1Y | -11.2% | +61.0% | -72.2% | -37.8% |
| 3Y | -11.9% | +296.7% | -308.7% | -68.6% |
| 5Y | -40.2% | +177.8% | -218.0% | -76.7% |
| All | +61.4% | +45.3% | +16.1% | -29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling