+258.1%
MTZ vs FROG
+274.0%
-15.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +35.3% | -25.8% | +4.3% |
| 7D | -6.4% | +7.0% | -13.4% | -8.2% |
| 30D | -22.1% | +2.9% | -24.9% | -23.3% |
| 3M | -32.7% | +21.6% | -54.3% | -35.5% |
| 6M | -59.8% | +87.7% | -147.5% | -64.3% |
| YTD | -19.9% | +61.7% | -81.6% | -28.0% |
| 1Y | -11.5% | +113.7% | -125.1% | -25.3% |
| 3Y | +258.1% | +267.7% | -9.7% | +132.2% |
| All | +258.1% | +274.0% | -15.9% | +132.2% |
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