+10.2%
MTUM vs FROG
+83.7%
-73.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -1.8% |
| 7D | -10.1% | -14.1% | +4.0% | -9.1% |
| 30D | -15.6% | -11.8% | -3.8% | -14.8% |
| 3M | -12.7% | +0.1% | -12.9% | -12.8% |
| 6M | -3.7% | +64.2% | -67.9% | -6.7% |
| YTD | +9.4% | +38.2% | -28.8% | +6.1% |
| 1Y | +10.2% | +85.4% | -75.2% | +4.9% |
| All | +10.2% | +83.7% | -73.5% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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