-3.7%
MDLN vs FROG
+72.3%
-76.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.2% |
| 7D | -0.4% | +12.5% | -12.9% | -0.1% |
| 30D | +9.9% | +23.5% | -13.7% | +10.8% |
| 3M | +10.9% | +19.4% | -8.5% | +11.9% |
| 6M | +2.0% | +77.0% | -75.0% | +5.2% |
| YTD | -6.0% | +81.9% | -87.9% | -2.7% |
| All | -3.7% | +72.3% | -76.0% | -0.3% |
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