-93.2%
FRMI vs MDY
+17.5%
-110.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.6% | -11.2% | -12.0% |
| 7D | -39.7% | +1.7% | -41.4% | -42.5% |
| 30D | -55.2% | +1.2% | -56.4% | -56.3% |
| 3M | -71.2% | -3.5% | -67.7% | -68.4% |
| 6M | -64.1% | +3.5% | -67.6% | -66.2% |
| YTD | -77.2% | +13.6% | -90.8% | -83.1% |
| 1Y | -93.2% | +17.1% | -110.2% | -95.0% |
| All | -93.2% | +17.5% | -110.7% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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