+34.8%
FROG vs MTB
+177.3%
-142.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -4.8% | +1.1% | -5.9% | -5.0% |
| 30D | -0.9% | -4.6% | +3.7% | -0.2% |
| 3M | +7.5% | +6.3% | +1.2% | +6.1% |
| 6M | +107.0% | +15.6% | +91.4% | +101.2% |
| YTD | +39.8% | +20.6% | +19.2% | +34.4% |
| 1Y | +74.8% | +22.5% | +52.3% | +67.5% |
| 3Y | +219.3% | +114.4% | +104.8% | +182.6% |
| 5Y | +133.0% | +101.9% | +31.1% | +116.3% |
| All | +34.8% | +177.3% | -142.5% | +32.7% |
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