+126.7%
MTUM vs FROG
+22.5%
+104.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +4.1% | -4.8% | +8.9% | +4.8% |
| 30D | +0.6% | -0.9% | +1.6% | +0.5% |
| 3M | -0.6% | +7.5% | -8.1% | -2.2% |
| 6M | +25.3% | +107.0% | -81.7% | +11.5% |
| YTD | +23.8% | +39.8% | -16.0% | +15.2% |
| 1Y | +25.4% | +74.8% | -49.4% | +11.9% |
| 3Y | +117.3% | +219.3% | -102.0% | +69.4% |
| 5Y | +79.7% | +133.0% | -53.3% | +40.7% |
| All | +126.7% | +22.5% | +104.2% | +88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling