+5.8%
MDLZ vs FROG
+274.0%
-268.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +35.3% | -36.5% | +0.4% |
| 7D | +1.7% | +7.0% | -5.3% | +2.3% |
| 30D | +11.2% | +2.9% | +8.3% | +11.8% |
| 3M | +6.1% | +21.6% | -15.5% | +7.6% |
| 6M | +8.6% | +87.7% | -79.1% | +11.6% |
| YTD | +25.8% | +61.7% | -35.8% | +29.4% |
| 1Y | +21.7% | +113.7% | -92.0% | +25.9% |
| 3Y | +5.8% | +267.7% | -261.9% | +10.0% |
| All | +5.8% | +274.0% | -268.2% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling