-11.6%
MDB vs FROG
+335.2%
-346.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.4% | -2.7% |
| 7D | +6.8% | +12.5% | -5.7% | +1.7% |
| 30D | -6.2% | +23.5% | -29.7% | -15.7% |
| 3M | -29.2% | +19.4% | -48.6% | -35.8% |
| 6M | +10.3% | +77.0% | -66.7% | -14.5% |
| YTD | -20.4% | +81.9% | -102.2% | -41.1% |
| 1Y | -4.8% | +90.7% | -95.5% | -31.0% |
| 3Y | -11.6% | +328.5% | -340.1% | -61.9% |
| All | -11.6% | +335.2% | -346.8% | -61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling