+1,976.3%
MU vs FROG
+22.9%
+1,953.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.3% | +9.4% | +6.9% |
| 7D | +9.0% | -11.3% | +20.3% | +11.9% |
| 30D | +13.8% | +3.6% | +10.2% | +12.3% |
| 3M | +2.1% | +1.7% | +0.4% | +1.0% |
| 6M | +153.8% | +123.5% | +30.3% | +109.9% |
| YTD | +256.4% | +40.2% | +216.1% | +219.3% |
| 1Y | +719.8% | +81.0% | +638.8% | +586.6% |
| 3Y | +1,360.4% | +194.8% | +1,165.6% | +946.0% |
| 5Y | +1,312.4% | +131.8% | +1,180.6% | +868.4% |
| All | +1,976.3% | +22.9% | +1,953.4% | +1,338.8% |
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 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