+293.5%
MTZ vs FROG
+41.7%
+251.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +35.3% | -25.8% | +4.7% |
| 7D | -6.4% | +7.0% | -13.4% | -7.9% |
| 30D | -22.1% | +2.9% | -24.9% | -23.1% |
| 3M | -32.7% | +21.6% | -54.3% | -35.2% |
| 6M | -59.8% | +87.7% | -147.5% | -63.9% |
| YTD | -19.9% | +61.7% | -81.6% | -27.5% |
| 1Y | -11.5% | +113.7% | -125.1% | -23.6% |
| 3Y | +258.1% | +267.7% | -9.7% | +178.8% |
| 5Y | +85.5% | +158.8% | -73.3% | +43.3% |
| All | +293.5% | +41.7% | +251.8% | +208.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling