+46.3%
MMM vs FROG
+22.9%
+23.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.5% | +0.3% |
| 7D | -3.3% | -11.3% | +8.0% | -2.8% |
| 30D | -7.0% | +3.6% | -10.7% | -7.3% |
| 3M | +10.8% | +1.7% | +9.1% | +10.4% |
| 6M | +5.8% | +123.5% | -117.8% | -0.1% |
| YTD | +6.8% | +40.2% | -33.5% | +3.6% |
| 1Y | +10.4% | +81.0% | -70.6% | +4.8% |
| 3Y | +104.7% | +194.8% | -90.1% | +84.2% |
| 5Y | +23.6% | +131.8% | -108.3% | +8.8% |
| All | +46.3% | +22.9% | +23.3% | +30.7% |
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