+208.6%
FROG vs MTB
+116.9%
+91.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -11.3% | +1.7% | -13.0% | -11.8% |
| 30D | +3.6% | -4.2% | +7.8% | +5.0% |
| 3M | +1.7% | +8.9% | -7.2% | -1.9% |
| 6M | +123.5% | +10.9% | +112.7% | +113.5% |
| YTD | +40.2% | +21.5% | +18.8% | +28.2% |
| 1Y | +81.0% | +21.9% | +59.1% | +64.8% |
| All | +208.6% | +116.9% | +91.7% | +109.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling