+10.0%
MDT vs FROG
+72.4%
-62.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.7% | +0.3% |
| 7D | -3.2% | +26.8% | -30.0% | -1.6% |
| 30D | +10.5% | +10.6% | -0.1% | +11.9% |
| 3M | +13.0% | +27.2% | -14.2% | +14.8% |
| 6M | +38.7% | +58.7% | -20.0% | +41.6% |
| YTD | +8.5% | +75.3% | -66.8% | +12.5% |
| 1Y | +10.0% | +71.1% | -61.0% | +14.6% |
| All | +10.0% | +72.4% | -62.4% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling