+1,211.6%
MULL vs FROG
+273.6%
+938.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.7% | -7.9% | -6.9% |
| 7D | +24.5% | +12.5% | +12.0% | +16.5% |
| 30D | -35.5% | +23.5% | -59.0% | -42.0% |
| 3M | -44.8% | +19.4% | -64.2% | -50.4% |
| 6M | -45.5% | +77.0% | -122.5% | -61.9% |
| YTD | +232.5% | +81.9% | +150.7% | +121.6% |
| 1Y | +343.3% | +90.7% | +252.6% | +183.3% |
| All | +1,211.6% | +273.6% | +938.0% | +178.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling