-94.9%
FRMI vs MLM
-15.2%
-79.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.3% | +4.7% |
| 7D | -24.7% | -3.8% | -20.9% | -23.3% |
| 30D | -51.6% | +11.0% | -62.6% | -53.7% |
| 3M | -73.1% | -3.1% | -70.1% | -72.8% |
| 6M | -68.3% | -9.8% | -58.5% | -67.6% |
| YTD | -79.3% | -14.4% | -64.9% | -78.3% |
| 1Y | -93.2% | -12.6% | -80.6% | -92.8% |
| All | -94.9% | -15.2% | -79.7% | -94.6% |
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