+77.3%
MTUM vs FROG
+136.2%
-58.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.2% |
| 7D | +1.2% | -2.2% | +3.4% | +1.5% |
| 30D | -1.7% | +3.0% | -4.6% | -2.3% |
| 3M | -0.5% | +10.3% | -10.8% | -2.4% |
| 6M | +22.3% | +116.7% | -94.4% | +8.2% |
| YTD | +21.4% | +41.9% | -20.6% | +12.8% |
| 1Y | +20.0% | +78.5% | -58.5% | +6.8% |
| 3Y | +113.0% | +224.1% | -111.2% | +64.3% |
| 5Y | +77.3% | +142.4% | -65.1% | +38.4% |
| All | +77.3% | +136.2% | -58.9% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling