-83.1%
FRMI vs MKC
-20.8%
-62.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.3% |
| 7D | +7.4% | -1.5% | +8.9% | +6.5% |
| 30D | -27.6% | -3.1% | -24.5% | -28.6% |
| 3M | -20.9% | +5.2% | -26.1% | -19.0% |
| 6M | -36.6% | -12.8% | -23.8% | -43.5% |
| YTD | -31.3% | -23.3% | -8.0% | -48.2% |
| All | -83.1% | -20.8% | -62.3% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling