+22.2%
MDLZ vs FROG
+160.8%
-138.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +35.3% | -36.5% | -0.5% |
| 7D | +1.7% | +7.0% | -5.3% | +2.0% |
| 30D | +11.2% | +2.9% | +8.3% | +11.5% |
| 3M | +6.1% | +21.6% | -15.5% | +6.7% |
| 6M | +8.6% | +87.7% | -79.1% | +9.4% |
| YTD | +25.8% | +61.7% | -35.8% | +26.9% |
| 1Y | +21.7% | +113.7% | -92.0% | +22.5% |
| 3Y | +5.8% | +267.7% | -261.9% | +4.6% |
| All | +22.2% | +160.8% | -138.6% | +16.8% |
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