+327.3%
MTZ vs FROG
+51.8%
+275.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +7.1% | +1.5% | +7.6% |
| 7D | -2.4% | +27.1% | -29.5% | -6.0% |
| 30D | -11.1% | +5.8% | -16.9% | -12.6% |
| 3M | -30.6% | +20.8% | -51.5% | -33.2% |
| 6M | -54.4% | +53.3% | -107.7% | -57.7% |
| YTD | -13.0% | +73.2% | -86.2% | -22.0% |
| 1Y | -5.7% | +80.3% | -86.0% | -16.1% |
| 3Y | +297.2% | +318.3% | -21.2% | +204.3% |
| 5Y | +95.9% | +179.9% | -84.0% | +49.8% |
| All | +327.3% | +51.8% | +275.5% | +232.4% |
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 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