-84.3%
FRMI vs MDY
+17.5%
-101.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.2% | +5.1% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | -17.3% | -1.5% | -15.8% | -14.7% |
| 3M | -17.2% | +0.8% | -17.9% | -17.5% |
| 6M | -43.4% | +7.4% | -50.8% | -49.3% |
| YTD | -36.0% | +15.2% | -51.2% | -45.8% |
| All | -84.3% | +17.5% | -101.8% | -86.2% |
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