+1,309.5%
MU vs FROG
+41.7%
+1,267.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +35.3% | -30.2% | -3.2% |
| 7D | -22.0% | +7.0% | -29.0% | -23.8% |
| 30D | -36.6% | +2.9% | -39.5% | -37.5% |
| 3M | -21.7% | +21.6% | -43.3% | -26.3% |
| 6M | +3.5% | +87.7% | -84.1% | -12.0% |
| YTD | +141.9% | +61.7% | +80.3% | +107.6% |
| 1Y | +189.8% | +113.7% | +76.2% | +131.0% |
| 3Y | +855.4% | +267.7% | +587.6% | +546.5% |
| 5Y | +869.2% | +158.8% | +710.4% | +538.6% |
| All | +1,309.5% | +41.7% | +1,267.8% | +835.2% |
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