+45.3%
MMM vs FROG
+160.8%
-115.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +35.3% | -36.7% | -3.2% |
| 7D | +6.2% | +7.0% | -0.8% | +5.6% |
| 30D | +14.2% | +2.9% | +11.3% | +13.7% |
| 3M | +2.9% | +21.6% | -18.7% | +1.1% |
| 6M | +27.6% | +87.7% | -60.1% | +20.5% |
| YTD | +17.3% | +61.7% | -44.4% | +11.4% |
| 1Y | +15.1% | +113.7% | -98.6% | +5.9% |
| 3Y | +157.1% | +267.7% | -110.6% | +117.7% |
| All | +45.3% | +160.8% | -115.5% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling