+82.0%
MET vs FROG
+125.4%
-43.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | +1.1% | -5.5% | +6.6% | +1.6% |
| 30D | -2.3% | -3.1% | +0.8% | -2.2% |
| 3M | +13.9% | +1.2% | +12.6% | +13.3% |
| 6M | +34.8% | +113.7% | -78.9% | +25.1% |
| YTD | +23.5% | +38.9% | -15.3% | +18.2% |
| 1Y | +23.4% | +72.0% | -48.6% | +15.0% |
| 3Y | +64.9% | +217.1% | -152.2% | +40.6% |
| 5Y | +82.0% | +130.6% | -48.6% | +61.3% |
| All | +82.0% | +125.4% | -43.3% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling