+2,444.0%
MULL vs FROG
+185.2%
+2,258.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.4% |
| 7D | +14.0% | -5.5% | +19.5% | +17.7% |
| 30D | +24.8% | -3.1% | +27.9% | +25.7% |
| 3M | -16.1% | +1.2% | -17.3% | -18.5% |
| 6M | +330.9% | +113.7% | +217.2% | +168.4% |
| YTD | +545.0% | +38.9% | +506.1% | +401.0% |
| 1Y | +2,427.1% | +72.0% | +2,355.2% | +1,438.5% |
| All | +2,444.0% | +185.2% | +2,258.8% | +529.7% |
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