+6.6%
MDLZ vs FROG
+335.2%
-328.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.6% |
| 7D | +2.3% | +12.5% | -10.2% | +2.9% |
| 30D | +7.9% | +23.5% | -15.6% | +9.4% |
| 3M | +7.3% | +19.4% | -12.1% | +8.7% |
| 6M | +11.7% | +77.0% | -65.3% | +14.8% |
| YTD | +28.7% | +81.9% | -53.1% | +33.1% |
| 1Y | +22.8% | +90.7% | -67.9% | +27.0% |
| 3Y | +6.6% | +328.5% | -321.9% | +12.1% |
| All | +6.6% | +335.2% | -328.7% | +12.1% |
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