+9.6%
MUB vs FROG
+335.2%
-325.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.4% |
| 7D | -1.3% | +12.5% | -13.8% | -1.3% |
| 30D | +2.2% | +23.5% | -21.4% | +2.0% |
| 3M | -1.6% | +19.4% | -21.0% | -1.8% |
| 6M | -1.3% | +77.0% | -78.3% | -1.7% |
| YTD | -0.7% | +81.9% | -82.5% | -1.1% |
| 1Y | -0.2% | +90.7% | -90.9% | -0.7% |
| 3Y | +9.6% | +328.5% | -318.9% | +6.4% |
| All | +9.6% | +335.2% | -325.6% | +6.4% |
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