-93.7%
FRMI vs MLM
-17.4%
-76.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -1.3% | +15.1% | +14.3% |
| 7D | +34.6% | -2.0% | +36.6% | +35.5% |
| 30D | -44.6% | +9.5% | -54.1% | -46.7% |
| 3M | -72.9% | -4.7% | -68.2% | -72.4% |
| 6M | -62.3% | -10.7% | -51.6% | -61.5% |
| YTD | -74.3% | -16.6% | -57.7% | -72.8% |
| 1Y | -90.5% | -15.4% | -75.2% | -89.9% |
| All | -93.7% | -17.4% | -76.3% | -93.3% |
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