+436.1%
MTZ vs FROG
+22.9%
+413.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +2.6% |
| 7D | -1.6% | -11.3% | +9.7% | -0.1% |
| 30D | -11.1% | +3.6% | -14.7% | -11.6% |
| 3M | -36.7% | +1.7% | -38.4% | -37.1% |
| 6M | -21.9% | +123.5% | -145.5% | -31.0% |
| YTD | +9.1% | +40.2% | -31.1% | +1.8% |
| 1Y | +30.0% | +81.0% | -51.0% | +15.9% |
| 3Y | +138.5% | +194.8% | -56.3% | +92.6% |
| 5Y | +158.3% | +131.8% | +26.5% | +104.8% |
| All | +436.1% | +22.9% | +413.2% | +333.8% |
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 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