+29.4%
MMM vs FROG
+129.7%
-100.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.5% | +0.4% |
| 7D | -3.3% | -11.3% | +8.0% | -2.6% |
| 30D | -7.0% | +3.6% | -10.7% | -7.4% |
| 3M | +10.8% | +1.7% | +9.1% | +10.3% |
| 6M | +5.8% | +123.5% | -117.8% | -1.8% |
| YTD | +6.8% | +40.2% | -33.5% | +2.7% |
| 1Y | +10.4% | +81.0% | -70.6% | +3.0% |
| 3Y | +104.7% | +194.8% | -90.1% | +76.3% |
| All | +29.4% | +129.7% | -100.3% | +9.3% |
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