-82.4%
FRMI vs MLM
-18.3%
-64.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.5% | +12.1% | +11.7% |
| 7D | +23.3% | +1.4% | +21.9% | +22.6% |
| 30D | -7.6% | -6.5% | -1.1% | -5.2% |
| 3M | +0.2% | -7.4% | +7.6% | +0.5% |
| 6M | -28.7% | -15.8% | -12.9% | -25.5% |
| YTD | -28.6% | -17.4% | -11.2% | -24.2% |
| All | -82.4% | -18.3% | -64.2% | -81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling