-84.3%
FRMI vs MTB
+25.3%
-109.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.4% | +5.4% |
| 7D | +2.4% | +1.7% | +0.7% | +2.3% |
| 30D | -17.3% | -4.2% | -13.1% | -17.2% |
| 3M | -17.2% | +8.9% | -26.0% | -18.4% |
| 6M | -43.4% | +10.9% | -54.2% | -45.0% |
| YTD | -36.0% | +21.5% | -57.5% | -38.0% |
| All | -84.3% | +25.3% | -109.5% | -84.1% |
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