+145.1%
MLM vs FROG
+51.8%
+93.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.7% | +1.9% |
| 7D | -3.8% | +27.1% | -31.0% | -5.9% |
| 30D | +11.0% | +5.8% | +5.2% | +10.0% |
| 3M | -3.1% | +20.8% | -23.9% | -5.3% |
| 6M | -9.8% | +53.3% | -63.1% | -14.2% |
| YTD | -14.4% | +73.2% | -87.6% | -20.6% |
| 1Y | -12.6% | +80.3% | -92.9% | -19.4% |
| 3Y | +19.7% | +318.3% | -298.6% | -4.0% |
| 5Y | +29.8% | +179.9% | -150.1% | +1.1% |
| All | +145.1% | +51.8% | +93.3% | +94.5% |
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