+143.6%
MLM vs FROG
+4.7%
+138.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -13.6% | +8.4% | -4.1% |
| 7D | -1.2% | -24.5% | +23.3% | +0.9% |
| 30D | +7.9% | -24.3% | +32.2% | +10.0% |
| 3M | -4.5% | -11.7% | +7.3% | -4.1% |
| 6M | -12.6% | +37.1% | -49.8% | -16.7% |
| YTD | -14.9% | +19.5% | -34.3% | -18.5% |
| 1Y | -13.1% | +61.8% | -74.9% | -20.1% |
| 3Y | +21.2% | +178.1% | -156.9% | +0.8% |
| 5Y | +32.0% | +91.2% | -59.2% | +6.2% |
| All | +143.6% | +4.7% | +138.9% | +99.6% |
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 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