+265.1%
MU vs FROG
+83.7%
+181.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.4% | -4.6% | -6.5% |
| 7D | -19.1% | -14.1% | -5.1% | -16.7% |
| 30D | -25.2% | -11.8% | -13.5% | -23.5% |
| 3M | -10.9% | +0.1% | -11.0% | -11.1% |
| 6M | +38.0% | +64.2% | -26.2% | +29.8% |
| YTD | +178.8% | +38.2% | +140.6% | +166.6% |
| 1Y | +265.1% | +85.4% | +179.8% | +243.0% |
| All | +265.1% | +83.7% | +181.4% | +243.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling