+70.7%
FROG vs MTB
+156.0%
-85.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +48.2% | 0.0% | +48.2% | +48.2% |
| 30D | +11.4% | +0.8% | +10.6% | +11.3% |
| 3M | +28.5% | -12.8% | +41.3% | +31.4% |
| 6M | +63.7% | +6.7% | +57.0% | +61.3% |
| YTD | +77.1% | +11.3% | +65.7% | +72.4% |
| 1Y | +79.3% | +20.2% | +59.2% | +72.2% |
| 3Y | +323.8% | +103.8% | +220.0% | +279.2% |
| 5Y | +198.9% | +60.9% | +138.0% | +175.5% |
| All | +70.7% | +156.0% | -85.3% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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