+236.9%
MU vs FROG
+72.4%
+164.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.8% | +6.1% | +10.5% |
| 7D | +2.0% | +26.8% | -24.8% | -3.9% |
| 30D | -18.0% | +10.6% | -28.6% | -20.4% |
| 3M | -6.6% | +27.2% | -33.8% | -12.2% |
| 6M | +2.0% | +58.7% | -56.6% | -7.9% |
| YTD | +184.5% | +75.3% | +109.1% | +161.6% |
| 1Y | +236.9% | +71.1% | +165.8% | +214.1% |
| All | +236.9% | +72.4% | +164.5% | +214.1% |
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 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