-93.2%
FRMI vs MKC
-18.2%
-74.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +5.4% | -16.0% | -7.6% |
| 7D | -39.7% | +9.6% | -49.3% | -36.3% |
| 30D | -55.2% | +12.0% | -67.2% | -52.0% |
| 3M | -71.2% | -2.0% | -69.2% | -70.9% |
| 6M | -64.1% | +7.2% | -71.3% | -62.8% |
| YTD | -77.2% | -23.7% | -53.5% | -82.6% |
| 1Y | -93.2% | -18.3% | -74.9% | -93.6% |
| All | -93.2% | -18.2% | -74.9% | -93.6% |
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