-84.3%
FRMI vs MKC
-19.6%
-64.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.3% | +4.8% |
| 7D | +2.4% | -5.9% | +8.3% | -0.8% |
| 30D | -17.3% | -0.9% | -16.4% | -17.4% |
| 3M | -17.2% | +12.7% | -29.9% | -12.3% |
| 6M | -43.4% | -19.3% | -24.1% | -52.8% |
| YTD | -36.0% | -22.2% | -13.8% | -51.4% |
| All | -84.3% | -19.6% | -64.6% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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