+2,523.1%
MULL vs FROG
+188.1%
+2,335.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -3.3% | +15.1% | +13.8% |
| 7D | +17.3% | -11.3% | +28.6% | +25.8% |
| 30D | +23.5% | +3.6% | +19.9% | +18.8% |
| 3M | -24.0% | +1.7% | -25.7% | -25.9% |
| 6M | +276.7% | +123.5% | +153.2% | +128.5% |
| YTD | +565.1% | +40.2% | +524.8% | +413.4% |
| 1Y | +2,802.6% | +81.0% | +2,721.6% | +1,561.6% |
| All | +2,523.1% | +188.1% | +2,335.1% | +545.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling