+1,381.2%
MU vs FROG
+45.3%
+1,335.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.1% |
| 7D | -15.2% | +17.0% | -32.2% | -18.8% |
| 30D | -29.5% | +1.3% | -30.8% | -30.3% |
| 3M | -15.8% | +17.5% | -33.2% | -20.0% |
| 6M | -2.9% | +46.8% | -49.7% | -12.9% |
| YTD | +154.2% | +65.8% | +88.5% | +116.9% |
| 1Y | +186.6% | +61.0% | +125.6% | +146.1% |
| 3Y | +871.5% | +296.7% | +574.7% | +546.8% |
| 5Y | +911.7% | +177.8% | +733.8% | +560.7% |
| All | +1,381.2% | +45.3% | +1,335.9% | +877.1% |
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