-1.6%
MDLN vs FROG
+30.9%
-32.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -2.4% | +20.8% | +18.2% |
| 7D | +24.7% | -14.1% | +38.7% | +24.0% |
| 30D | +12.7% | -11.8% | +24.5% | +12.3% |
| 3M | -4.0% | +0.1% | -4.2% | -4.0% |
| 6M | -8.7% | +64.2% | -72.9% | -5.7% |
| YTD | -3.9% | +38.2% | -42.2% | -1.5% |
| All | -1.6% | +30.9% | -32.5% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling