-93.2%
FRMI vs MTB
+27.0%
-120.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.2% | -11.7% | -10.7% |
| 7D | -39.7% | +2.0% | -41.8% | -39.8% |
| 30D | -55.2% | +2.9% | -58.1% | -55.3% |
| 3M | -71.2% | -10.7% | -60.5% | -70.7% |
| 6M | -64.1% | +6.3% | -70.5% | -65.3% |
| YTD | -77.2% | +13.8% | -91.0% | -79.5% |
| 1Y | -93.2% | +27.7% | -120.9% | -93.7% |
| All | -93.2% | +27.0% | -120.1% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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