-95.2%
FRMI vs MLM
-17.3%
-77.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.3% |
| 7D | -39.8% | -4.1% | -35.7% | -38.6% |
| 30D | -60.5% | +8.2% | -68.6% | -61.7% |
| 3M | -74.6% | -3.6% | -71.1% | -74.3% |
| 6M | -71.8% | -15.6% | -56.2% | -70.3% |
| YTD | -80.4% | -16.4% | -63.9% | -79.3% |
| 1Y | -93.9% | -14.3% | -79.5% | -93.4% |
| All | -95.2% | -17.3% | -77.9% | -94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling