+1,240.8%
MU vs FROG
+4.7%
+1,236.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -13.6% | -3.9% | -14.2% |
| 7D | -29.7% | -24.5% | -5.2% | -24.6% |
| 30D | -37.2% | -24.3% | -13.0% | -32.8% |
| 3M | -26.5% | -11.7% | -14.8% | -24.6% |
| 6M | +2.6% | +37.1% | -34.6% | -5.1% |
| YTD | +130.1% | +19.5% | +110.7% | +114.4% |
| 1Y | +176.7% | +61.8% | +114.9% | +138.0% |
| 3Y | +813.1% | +178.1% | +635.0% | +567.6% |
| 5Y | +822.0% | +91.2% | +730.7% | +559.6% |
| All | +1,240.8% | +4.7% | +1,236.1% | +866.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling