-94.4%
FRMI vs MLM
-16.3%
-78.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | -0.8% | +18.3% | +17.8% |
| 7D | -0.5% | -5.8% | +5.3% | +2.2% |
| 30D | -44.3% | +9.8% | -54.1% | -46.5% |
| 3M | -74.6% | -5.2% | -69.4% | -74.1% |
| 6M | -66.3% | -10.3% | -56.0% | -65.6% |
| YTD | -77.4% | -15.5% | -61.9% | -76.2% |
| 1Y | -91.7% | -15.0% | -76.7% | -91.3% |
| All | -94.4% | -16.3% | -78.1% | -94.1% |
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