-93.4%
FRMI vs MLM
-12.5%
-81.0%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.3% | +4.6% |
| 7D | -24.7% | -3.8% | -20.9% | -23.1% |
| 30D | -51.6% | +11.0% | -62.6% | -53.9% |
| 3M | -73.1% | -3.1% | -70.1% | -72.8% |
| 6M | -68.3% | -9.8% | -58.5% | -67.5% |
| YTD | -79.3% | -14.4% | -64.9% | -78.8% |
| All | -93.4% | -12.5% | -81.0% | -93.4% |
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