+52.1%
MDB vs FROG
+41.7%
+10.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +35.3% | -32.6% | -15.3% |
| 7D | -11.4% | +7.0% | -18.4% | -17.4% |
| 30D | -13.8% | +2.9% | -16.7% | -18.0% |
| 3M | -15.5% | +21.6% | -37.1% | -26.8% |
| 6M | +17.9% | +87.7% | -69.7% | -20.5% |
| YTD | -25.5% | +61.7% | -87.1% | -47.8% |
| 1Y | -12.1% | +113.7% | -125.8% | -48.7% |
| 3Y | -5.9% | +267.7% | -273.6% | -65.0% |
| 5Y | -43.7% | +158.8% | -202.5% | -77.4% |
| All | +52.1% | +41.7% | +10.4% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling