+230.9%
MET vs FROG
+59.4%
+171.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.6% |
| 7D | +4.5% | +12.5% | -8.0% | +3.9% |
| 30D | +3.5% | +23.5% | -20.0% | +2.2% |
| 3M | +5.9% | +19.4% | -13.5% | +4.6% |
| 6M | +33.1% | +77.0% | -43.9% | +28.1% |
| YTD | +33.6% | +81.9% | -48.3% | +27.2% |
| 1Y | +32.7% | +90.7% | -58.0% | +25.9% |
| 3Y | +85.0% | +328.5% | -243.5% | +64.5% |
| 5Y | +85.6% | +207.0% | -121.4% | +61.9% |
| All | +230.9% | +59.4% | +171.5% | +185.8% |
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 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