+847.8%
MU vs FROG
+160.8%
+687.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +35.3% | -30.2% | -4.5% |
| 7D | -22.0% | +7.0% | -29.0% | -24.0% |
| 30D | -36.6% | +2.9% | -39.5% | -37.6% |
| 3M | -21.7% | +21.6% | -43.3% | -27.1% |
| 6M | +3.5% | +87.7% | -84.1% | -14.6% |
| YTD | +141.9% | +61.7% | +80.3% | +101.9% |
| 1Y | +189.8% | +113.7% | +76.2% | +120.6% |
| 3Y | +855.4% | +267.7% | +587.6% | +479.2% |
| All | +847.8% | +160.8% | +687.1% | +470.3% |
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