-93.2%
FRMI vs MLM
-11.4%
-81.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +2.4% | -12.9% | -11.4% |
| 7D | -39.7% | +9.1% | -48.9% | -42.2% |
| 30D | -55.2% | +14.6% | -69.8% | -58.0% |
| 3M | -71.2% | +0.3% | -71.5% | -71.3% |
| 6M | -64.1% | -7.5% | -56.6% | -63.5% |
| YTD | -77.2% | -10.2% | -67.0% | -77.2% |
| 1Y | -93.2% | -10.5% | -82.7% | -93.2% |
| All | -93.2% | -11.4% | -81.8% | -93.2% |
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