+64.4%
MDB vs FROG
+53.7%
+10.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -3.9% | -1.1% |
| 7D | +3.0% | +26.8% | -23.9% | -12.3% |
| 30D | -11.3% | +10.6% | -21.9% | -18.8% |
| 3M | -23.0% | +27.2% | -50.2% | -34.9% |
| 6M | +14.8% | +58.7% | -43.9% | -14.2% |
| YTD | -19.4% | +75.3% | -94.8% | -45.9% |
| 1Y | -9.0% | +71.1% | -80.0% | -38.2% |
| 3Y | -10.3% | +319.6% | -329.9% | -69.0% |
| 5Y | -38.4% | +195.7% | -234.0% | -76.7% |
| All | +64.4% | +53.7% | +10.7% | -30.2% |
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