-93.9%
FRMI vs MLM
-14.5%
-79.4%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.4% |
| 7D | -39.8% | -4.1% | -35.7% | -38.5% |
| 30D | -60.5% | +8.2% | -68.6% | -61.9% |
| 3M | -74.6% | -3.6% | -71.1% | -74.2% |
| 6M | -71.8% | -15.6% | -56.2% | -70.0% |
| YTD | -80.4% | -16.4% | -63.9% | -79.8% |
| 1Y | -93.9% | -14.3% | -79.5% | -94.0% |
| All | -93.9% | -14.5% | -79.4% | -94.0% |
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