+267.1%
MTZ vs FROG
+299.7%
-32.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.3% | -0.1% | -3.7% |
| 7D | -8.7% | +17.0% | -25.7% | -11.4% |
| 30D | -15.0% | +1.3% | -16.3% | -16.1% |
| 3M | -32.6% | +17.5% | -50.1% | -35.1% |
| 6M | -56.3% | +46.8% | -103.1% | -59.5% |
| YTD | -16.8% | +65.8% | -82.6% | -25.4% |
| 1Y | -10.0% | +61.0% | -71.0% | -19.0% |
| 3Y | +267.1% | +296.7% | -29.6% | +129.3% |
| All | +267.1% | +299.7% | -32.5% | +129.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling