+4.9%
MUB vs FROG
+22.9%
-18.0%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.4% | +0.1% |
| 7D | -0.9% | -11.3% | +10.4% | -0.8% |
| 30D | -1.4% | +3.6% | -5.1% | -1.5% |
| 3M | -2.2% | +1.7% | -3.8% | -2.2% |
| 6M | -1.9% | +123.5% | -125.4% | -2.6% |
| YTD | -0.8% | +40.2% | -41.0% | -1.2% |
| 1Y | +2.7% | +81.0% | -78.3% | +2.0% |
| 3Y | +8.6% | +194.8% | -186.2% | +7.0% |
| 5Y | +2.0% | +131.8% | -129.8% | +0.4% |
| All | +4.9% | +22.9% | -18.0% | +3.4% |
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 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