+130.6%
FROG vs MTB
+102.5%
+28.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -5.5% | +2.8% | -8.3% | -6.3% |
| 30D | -3.1% | -4.2% | +1.1% | -1.9% |
| 3M | +1.2% | +7.8% | -6.6% | -1.6% |
| 6M | +113.7% | +14.8% | +98.9% | +103.2% |
| YTD | +38.9% | +20.8% | +18.1% | +29.1% |
| 1Y | +72.0% | +23.1% | +48.9% | +58.7% |
| 3Y | +217.1% | +114.8% | +102.3% | +142.2% |
| 5Y | +130.6% | +103.3% | +27.3% | +75.9% |
| All | +130.6% | +102.5% | +28.2% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling