+21.8%
MTUM vs FROG
+74.0%
-52.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.4% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | -2.4% | +1.3% | -3.8% | -2.6% |
| 3M | -3.6% | +11.1% | -14.7% | -4.6% |
| 6M | +23.7% | +108.3% | -84.7% | +17.3% |
| YTD | +22.9% | +39.6% | -16.7% | +18.9% |
| 1Y | +21.8% | +74.7% | -53.0% | +16.0% |
| All | +21.8% | +74.0% | -52.3% | +16.0% |
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