+58.6%
MDT vs FROG
+299.7%
-241.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -1.2% |
| 7D | +2.7% | +17.0% | -14.3% | +3.1% |
| 30D | +14.8% | +1.3% | +13.5% | +15.3% |
| 3M | +14.6% | +17.5% | -2.9% | +14.8% |
| 6M | +35.7% | +46.8% | -11.1% | +35.3% |
| YTD | +8.5% | +65.8% | -57.3% | +7.9% |
| 1Y | +13.3% | +61.0% | -47.7% | +12.7% |
| 3Y | +58.6% | +296.7% | -238.2% | +54.5% |
| All | +58.6% | +299.7% | -241.1% | +54.5% |
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 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