-20.1%
MDT vs FROG
+125.4%
-145.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | +0.4% | -5.5% | +5.9% | +0.7% |
| 30D | +6.0% | -3.1% | +9.1% | +6.0% |
| 3M | +15.5% | +1.2% | +14.3% | +15.1% |
| 6M | +3.4% | +113.7% | -110.3% | -2.3% |
| YTD | -2.2% | +38.9% | -41.0% | -5.1% |
| 1Y | +2.6% | +72.0% | -69.4% | -2.5% |
| 3Y | +27.5% | +217.1% | -189.6% | +10.8% |
| 5Y | -20.1% | +130.6% | -150.7% | -27.4% |
| All | -20.1% | +125.4% | -145.4% | -27.4% |
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