+139.2%
MLM vs FROG
+41.7%
+97.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +35.3% | -37.2% | -4.4% |
| 7D | -4.1% | +7.0% | -11.1% | -5.0% |
| 30D | +8.2% | +2.9% | +5.3% | +7.3% |
| 3M | -3.6% | +21.6% | -25.2% | -5.9% |
| 6M | -15.6% | +87.7% | -103.2% | -21.7% |
| YTD | -16.4% | +61.7% | -78.1% | -22.1% |
| 1Y | -14.3% | +113.7% | -128.0% | -23.1% |
| 3Y | +19.3% | +267.7% | -248.4% | -3.1% |
| 5Y | +29.6% | +158.8% | -129.2% | +1.5% |
| All | +139.2% | +41.7% | +97.5% | +90.8% |
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