-84.3%
FRMI vs MLM
-17.8%
-66.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.1% | +4.2% | +4.9% |
| 7D | +2.4% | -2.9% | +5.3% | +3.6% |
| 30D | -17.3% | -6.8% | -10.5% | -15.0% |
| 3M | -17.2% | -11.2% | -5.9% | -14.5% |
| 6M | -43.4% | -21.8% | -21.5% | -37.5% |
| YTD | -36.0% | -17.0% | -19.0% | -32.2% |
| All | -84.3% | -17.8% | -66.4% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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