-39.5%
MDB vs FROG
+199.5%
-239.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.1% |
| 7D | +11.6% | +48.2% | -36.7% | -14.4% |
| 30D | -8.9% | +11.4% | -20.3% | -17.7% |
| 3M | -22.4% | +28.5% | -50.9% | -36.0% |
| 6M | +10.1% | +63.7% | -53.7% | -21.8% |
| YTD | -19.0% | +77.1% | -96.1% | -48.6% |
| 1Y | -7.0% | +79.3% | -86.3% | -41.6% |
| 3Y | -9.8% | +323.8% | -333.6% | -75.7% |
| All | -39.5% | +199.5% | -239.0% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling