-83.4%
FRMI vs MTB
+24.8%
-108.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -2.5% |
| 7D | +10.9% | -0.4% | +11.3% | +10.9% |
| 30D | -24.3% | -4.6% | -19.7% | -24.2% |
| 3M | -21.8% | +7.4% | -29.2% | -22.7% |
| 6M | -33.0% | +18.7% | -51.7% | -35.4% |
| YTD | -32.6% | +21.1% | -53.7% | -34.8% |
| All | -83.4% | +24.8% | -108.3% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling