+33.9%
FROG vs MTCH
-61.3%
+95.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.3% |
| 7D | -5.5% | -1.8% | -3.7% | -4.8% |
| 30D | -3.1% | +10.4% | -13.6% | -7.1% |
| 3M | +1.2% | +21.0% | -19.8% | -6.6% |
| 6M | +113.7% | +36.6% | +77.1% | +88.1% |
| YTD | +38.9% | +29.7% | +9.2% | +24.1% |
| 1Y | +72.0% | +8.6% | +63.4% | +64.3% |
| 3Y | +217.1% | -2.7% | +219.8% | +202.6% |
| 5Y | +130.6% | -72.9% | +203.5% | +248.9% |
| All | +33.9% | -61.3% | +95.2% | +93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling