+63.7%
MMM vs FROG
+51.8%
+11.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.3% | +1.6% |
| 7D | +5.8% | +27.1% | -21.3% | +4.5% |
| 30D | +17.9% | +5.8% | +12.1% | +17.4% |
| 3M | +3.6% | +20.8% | -17.3% | +2.3% |
| 6M | +32.9% | +53.3% | -20.4% | +29.1% |
| YTD | +19.5% | +73.2% | -53.7% | +14.4% |
| 1Y | +16.5% | +80.3% | -63.8% | +11.2% |
| 3Y | +167.2% | +318.3% | -151.2% | +136.1% |
| 5Y | +48.2% | +179.9% | -131.7% | +28.9% |
| All | +63.7% | +51.8% | +11.9% | +44.4% |
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