+2.1%
MDT vs FROG
+22.5%
-20.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -0.3% | -4.8% | +4.5% | -0.1% |
| 30D | +2.8% | -0.9% | +3.7% | +2.7% |
| 3M | +13.1% | +7.5% | +5.6% | +12.5% |
| 6M | +2.3% | +107.0% | -104.7% | -1.8% |
| YTD | -2.7% | +39.8% | -42.5% | -5.0% |
| 1Y | +0.9% | +74.8% | -74.0% | -3.1% |
| 3Y | +26.8% | +219.3% | -192.4% | +15.1% |
| 5Y | -19.5% | +133.0% | -152.4% | -27.9% |
| All | +2.1% | +22.5% | -20.4% | -8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling