+93.5%
MTZ vs FROG
+195.3%
-101.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | +16.5% | +48.2% | -31.8% | +9.2% |
| 30D | -10.2% | +11.4% | -21.6% | -12.6% |
| 3M | -34.2% | +28.5% | -62.7% | -37.5% |
| 6M | -56.0% | +63.7% | -119.7% | -60.0% |
| YTD | -14.8% | +77.1% | -91.9% | -25.1% |
| 1Y | -7.2% | +79.3% | -86.6% | -18.7% |
| 3Y | +275.8% | +323.8% | -48.0% | +170.4% |
| 5Y | +93.5% | +198.9% | -105.4% | +48.8% |
| All | +93.5% | +195.3% | -101.8% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling