+4.6%
MDT vs FROG
+22.9%
-18.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.5% | +1.3% |
| 7D | +3.2% | -11.3% | +14.5% | +3.7% |
| 30D | +9.5% | +3.6% | +5.9% | +9.2% |
| 3M | +16.0% | +1.7% | +14.3% | +15.6% |
| 6M | +0.2% | +123.5% | -123.3% | -4.3% |
| YTD | -0.3% | +40.2% | -40.5% | -2.6% |
| 1Y | +4.7% | +81.0% | -76.3% | +0.5% |
| 3Y | +26.5% | +194.8% | -168.2% | +15.4% |
| 5Y | -18.2% | +131.8% | -150.0% | -26.8% |
| All | +4.6% | +22.9% | -18.3% | -6.2% |
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