+2,683.6%
MUU vs FROG
+212.9%
+2,470.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.1% |
| 7D | +15.0% | -4.8% | +19.8% | +18.3% |
| 30D | +36.8% | -0.9% | +37.7% | +35.9% |
| 3M | -8.5% | +7.5% | -16.0% | -14.2% |
| 6M | +320.7% | +107.0% | +213.7% | +164.1% |
| YTD | +599.7% | +39.8% | +559.9% | +437.3% |
| 1Y | +2,569.2% | +74.8% | +2,494.4% | +1,483.0% |
| All | +2,683.6% | +212.9% | +2,470.7% | +619.9% |
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