+78.8%
MET vs FROG
+274.0%
-195.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +35.3% | -36.8% | -3.2% |
| 7D | -1.2% | +7.0% | -8.2% | -1.6% |
| 30D | +3.2% | +2.9% | +0.3% | +2.8% |
| 3M | -1.1% | +21.6% | -22.7% | -2.7% |
| 6M | +25.0% | +87.7% | -62.6% | +18.4% |
| YTD | +27.9% | +61.7% | -33.8% | +21.5% |
| 1Y | +32.9% | +113.7% | -80.8% | +21.9% |
| 3Y | +78.8% | +267.7% | -188.9% | +50.6% |
| All | +78.8% | +274.0% | -195.2% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling