+2,581.4%
MULL vs FROG
+187.1%
+2,394.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.0% |
| 7D | +14.8% | -4.8% | +19.6% | +18.0% |
| 30D | +36.6% | -0.9% | +37.5% | +35.6% |
| 3M | -8.9% | +7.5% | -16.3% | -14.6% |
| 6M | +311.9% | +107.0% | +204.9% | +160.9% |
| YTD | +579.8% | +39.8% | +540.0% | +426.0% |
| 1Y | +2,421.5% | +74.8% | +2,346.7% | +1,409.8% |
| All | +2,581.4% | +187.1% | +2,394.2% | +561.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling