+230.2%
MET vs FROG
+45.3%
+184.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.0% | +1.0% |
| 7D | +1.8% | +17.0% | -15.3% | +0.8% |
| 30D | +4.8% | +1.3% | +3.5% | +4.4% |
| 3M | +6.2% | +17.5% | -11.3% | +4.8% |
| 6M | +33.8% | +46.8% | -13.0% | +30.0% |
| YTD | +33.3% | +65.8% | -32.5% | +27.5% |
| 1Y | +36.3% | +61.0% | -24.7% | +30.6% |
| 3Y | +84.6% | +296.7% | -212.2% | +64.7% |
| 5Y | +87.7% | +177.8% | -90.2% | +64.4% |
| All | +230.2% | +45.3% | +184.9% | +186.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling