+59.2%
MDB vs FROG
+51.8%
+7.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.1% | -2.5% | +1.0% |
| 7D | -0.9% | +27.1% | -28.0% | -15.6% |
| 30D | -15.2% | +5.8% | -21.0% | -20.4% |
| 3M | -17.9% | +20.8% | -38.8% | -28.7% |
| 6M | +9.3% | +53.3% | -44.0% | -16.6% |
| YTD | -22.0% | +73.2% | -95.2% | -47.2% |
| 1Y | -9.3% | +80.3% | -89.6% | -40.2% |
| 3Y | -10.4% | +318.3% | -328.7% | -68.9% |
| 5Y | -43.2% | +179.9% | -223.1% | -78.1% |
| All | +59.2% | +51.8% | +7.4% | -31.8% |
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