-83.1%
FRMI vs MDY
+15.3%
-98.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +0.5% |
| 7D | +7.4% | -1.9% | +9.3% | +11.1% |
| 30D | -27.6% | -4.6% | -23.0% | -20.9% |
| 3M | -20.9% | -1.2% | -19.6% | -18.1% |
| 6M | -36.6% | +9.2% | -45.8% | -44.8% |
| YTD | -31.3% | +13.1% | -44.3% | -39.8% |
| All | -83.1% | +15.3% | -98.4% | -84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling