+938.2%
MU vs FROG
+207.6%
+730.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -3.3% |
| 7D | +12.8% | +12.5% | +0.3% | +9.3% |
| 30D | -14.9% | +23.5% | -38.4% | -20.2% |
| 3M | -18.0% | +19.4% | -37.4% | -23.1% |
| 6M | -3.1% | +77.0% | -80.1% | -18.8% |
| YTD | +172.9% | +81.9% | +91.0% | +120.8% |
| 1Y | +228.8% | +90.7% | +138.2% | +162.4% |
| 3Y | +950.8% | +328.5% | +622.3% | +511.7% |
| All | +938.2% | +207.6% | +730.6% | +494.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling