+475.1%
MULL vs FROG
+83.7%
+391.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -2.4% | -11.3% | -12.8% |
| 7D | -35.9% | -14.1% | -21.8% | -31.9% |
| 30D | -47.3% | -11.8% | -35.6% | -44.4% |
| 3M | -30.6% | +0.1% | -30.7% | -30.3% |
| 6M | +13.7% | +64.2% | -50.5% | +3.0% |
| YTD | +272.1% | +38.2% | +233.9% | +248.2% |
| 1Y | +475.1% | +85.4% | +389.7% | +422.4% |
| All | +475.1% | +83.7% | +391.4% | +422.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling