-83.0%
FRMI vs MKC
-20.6%
-62.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.3% | -3.6% |
| 7D | +15.9% | -4.3% | +20.2% | +13.2% |
| 30D | -6.0% | -3.1% | -2.8% | -7.1% |
| 3M | -1.6% | +6.8% | -8.4% | +1.3% |
| 6M | -30.7% | -18.3% | -12.4% | -41.5% |
| YTD | -30.9% | -23.1% | -7.8% | -47.9% |
| All | -83.0% | -20.6% | -62.4% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling