+34.0%
MDLZ vs FROG
+41.7%
-7.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +35.3% | -36.5% | -0.7% |
| 7D | +1.7% | +7.0% | -5.3% | +1.9% |
| 30D | +11.2% | +2.9% | +8.3% | +11.4% |
| 3M | +6.1% | +21.6% | -15.5% | +6.5% |
| 6M | +8.6% | +87.7% | -79.1% | +8.8% |
| YTD | +25.8% | +61.7% | -35.8% | +26.3% |
| 1Y | +21.7% | +113.7% | -92.0% | +21.8% |
| 3Y | +5.8% | +267.7% | -261.9% | +4.1% |
| 5Y | +21.4% | +158.8% | -137.4% | +18.8% |
| All | +34.0% | +41.7% | -7.7% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling