+189.8%
MU vs FROG
+78.6%
+111.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.1% | -0.9% | +4.5% |
| 7D | -12.0% | +27.1% | -39.2% | -17.2% |
| 30D | -28.7% | +5.8% | -34.6% | -30.3% |
| 3M | -16.4% | +20.8% | -37.3% | -20.7% |
| 6M | -1.8% | +53.3% | -55.1% | -10.9% |
| YTD | +157.1% | +73.2% | +83.9% | +136.7% |
| All | +189.8% | +78.6% | +111.2% | +170.4% |
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