+74.7%
FROG vs MTCH
+14.2%
+60.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.0% | -2.2% |
| 7D | -0.5% | +1.3% | -1.7% | -1.0% |
| 30D | +1.3% | +15.9% | -14.6% | -6.2% |
| 3M | +11.1% | +23.3% | -12.2% | -1.3% |
| 6M | +108.3% | +40.1% | +68.2% | +74.0% |
| YTD | +39.6% | +33.6% | +6.0% | +20.4% |
| 1Y | +74.7% | +14.1% | +60.7% | +63.2% |
| All | +74.7% | +14.2% | +60.6% | +63.2% |
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