+308.8%
MTZ vs FROG
+45.3%
+263.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.3% | -0.1% | -3.7% |
| 7D | -8.7% | +17.0% | -25.7% | -11.0% |
| 30D | -15.0% | +1.3% | -16.3% | -15.9% |
| 3M | -32.6% | +17.5% | -50.1% | -34.9% |
| 6M | -56.3% | +46.8% | -103.1% | -59.3% |
| YTD | -16.8% | +65.8% | -82.6% | -25.0% |
| 1Y | -10.0% | +61.0% | -71.0% | -18.6% |
| 3Y | +267.1% | +296.7% | -29.6% | +183.3% |
| 5Y | +89.9% | +177.8% | -88.0% | +45.8% |
| All | +308.8% | +45.3% | +263.5% | +219.9% |
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