-83.1%
FRMI vs MUB
-0.1%
-83.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | -0.5% |
| 7D | +7.4% | -0.8% | +8.2% | +13.0% |
| 30D | -27.6% | -2.4% | -25.2% | -16.1% |
| 3M | -20.9% | -2.8% | -18.0% | -5.7% |
| 6M | -36.6% | -2.2% | -34.4% | -24.2% |
| YTD | -31.3% | -1.6% | -29.7% | -22.1% |
| All | -83.1% | -0.1% | -83.0% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 10y: compounded portfolio wealth divided by compounded MUB 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…
10y analysis · Full analysis span regression · 6 months rolling