+34.2%
MTZ vs FROG
+75.3%
-41.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +2.4% |
| 7D | -1.6% | -11.3% | +9.7% | -0.6% |
| 30D | -11.1% | +3.6% | -14.7% | -11.3% |
| 3M | -36.7% | +1.7% | -38.4% | -37.0% |
| 6M | -21.9% | +123.5% | -145.5% | -26.5% |
| YTD | +9.1% | +40.2% | -31.1% | +6.4% |
| All | +34.2% | +75.3% | -41.1% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling