-10.8%
MDLN vs FROG
+32.8%
-43.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | -0.1% |
| 7D | +3.7% | -11.3% | +15.0% | +3.4% |
| 30D | -0.2% | +3.6% | -3.8% | -0.1% |
| 3M | +6.2% | +1.7% | +4.5% | +6.3% |
| 6M | -14.7% | +123.5% | -138.2% | -10.8% |
| YTD | -12.9% | +40.2% | -53.1% | -10.7% |
| All | -10.8% | +32.8% | -43.6% | -8.5% |
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 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