+81.0%
FROG vs MTCH
+13.9%
+67.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.7% |
| 7D | -11.3% | +0.7% | -12.0% | -11.6% |
| 30D | +3.6% | +9.7% | -6.1% | -1.5% |
| 3M | +1.7% | +21.1% | -19.4% | -9.1% |
| 6M | +123.5% | +37.5% | +86.0% | +87.9% |
| YTD | +40.2% | +31.9% | +8.3% | +21.3% |
| 1Y | +81.0% | +14.6% | +66.4% | +69.9% |
| All | +81.0% | +13.9% | +67.1% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 1y: compounded portfolio wealth divided by compounded MTCH 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…
1y analysis · Full analysis span regression · 6 months rolling