+212.8%
MET vs FROG
+22.9%
+189.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.4% |
| 7D | +1.2% | -11.3% | +12.4% | +1.8% |
| 30D | +1.4% | +3.6% | -2.2% | +1.1% |
| 3M | +17.7% | +1.7% | +16.0% | +17.2% |
| 6M | +35.0% | +123.5% | -88.5% | +27.7% |
| YTD | +26.3% | +40.2% | -14.0% | +22.3% |
| 1Y | +22.8% | +81.0% | -58.2% | +16.5% |
| 3Y | +65.9% | +194.8% | -128.8% | +50.5% |
| 5Y | +85.4% | +131.8% | -46.4% | +64.1% |
| All | +212.8% | +22.9% | +189.9% | +174.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling