+36.3%
MET vs FROG
+70.9%
-34.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.0% | +0.7% |
| 7D | +1.8% | +17.0% | -15.3% | +2.0% |
| 30D | +4.8% | +1.3% | +3.5% | +5.1% |
| 3M | +6.2% | +17.5% | -11.3% | +6.4% |
| 6M | +33.8% | +46.8% | -13.0% | +33.9% |
| YTD | +33.3% | +65.8% | -32.5% | +29.0% |
| 1Y | +36.3% | +61.0% | -24.7% | +31.8% |
| All | +36.3% | +70.9% | -34.6% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling