+2,036.6%
MULL vs FROG
+76.4%
+1,960.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.5% | -10.9% | -9.9% |
| 7D | +3.6% | -2.2% | +5.8% | +4.2% |
| 30D | +22.0% | +3.0% | +19.1% | +20.0% |
| 3M | -8.6% | +10.3% | -19.0% | -12.6% |
| 6M | +248.5% | +116.7% | +131.8% | +191.1% |
| YTD | +516.3% | +41.9% | +474.4% | +460.8% |
| 1Y | +2,036.6% | +78.5% | +1,958.1% | +1,870.0% |
| All | +2,036.6% | +76.4% | +1,960.3% | +1,870.0% |
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