+1,362.4%
MU vs FROG
+198.7%
+1,163.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.3% | +9.4% | +6.9% |
| 7D | +9.0% | -11.3% | +20.3% | +12.0% |
| 30D | +13.8% | +3.6% | +10.2% | +12.3% |
| 3M | +2.1% | +1.7% | +0.4% | +0.8% |
| 6M | +153.8% | +123.5% | +30.3% | +110.0% |
| YTD | +256.4% | +40.2% | +216.1% | +220.6% |
| 1Y | +719.8% | +81.0% | +638.8% | +585.0% |
| All | +1,362.4% | +198.7% | +1,163.8% | +961.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling