+327.6%
MTZ vs FROG
+53.7%
+274.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.8% | -1.1% | +3.8% |
| 7D | +12.9% | +26.8% | -14.0% | +8.7% |
| 30D | -8.5% | +10.6% | -19.1% | -10.6% |
| 3M | -30.6% | +27.2% | -57.8% | -33.7% |
| 6M | -55.1% | +58.7% | -113.8% | -58.5% |
| YTD | -13.0% | +75.3% | -88.3% | -22.1% |
| 1Y | -4.3% | +71.1% | -75.3% | -14.1% |
| 3Y | +284.0% | +319.6% | -35.5% | +194.1% |
| 5Y | +97.7% | +195.7% | -98.0% | +50.6% |
| All | +327.6% | +53.7% | +274.0% | +232.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling