-82.4%
FRMI vs MDY
+16.8%
-99.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.7% | +12.2% | +12.7% |
| 7D | +23.3% | +1.0% | +22.3% | +20.8% |
| 30D | -7.6% | -3.1% | -4.5% | -1.8% |
| 3M | +0.2% | +1.8% | -1.7% | -2.5% |
| 6M | -28.7% | +10.8% | -39.5% | -39.6% |
| YTD | -28.6% | +14.4% | -43.1% | -38.9% |
| All | -82.4% | +16.8% | -99.2% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling