+73.1%
MDB vs FROG
+21.7%
+51.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -2.9% |
| 7D | -18.0% | -5.5% | -12.5% | -15.5% |
| 30D | -10.7% | -3.1% | -7.6% | -9.6% |
| 3M | +1.0% | +1.2% | -0.3% | -1.1% |
| 6M | +31.6% | +113.7% | -82.1% | -15.2% |
| YTD | -15.2% | +38.9% | -54.0% | -33.1% |
| 1Y | +10.1% | +72.0% | -61.9% | -25.2% |
| 3Y | -5.6% | +217.1% | -222.8% | -61.3% |
| 5Y | -24.5% | +130.6% | -155.1% | -66.4% |
| All | +73.1% | +21.7% | +51.4% | -13.6% |
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