-83.0%
FRMI vs MUB
+0.2%
-83.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.6% | 0.0% |
| 7D | +15.9% | -0.7% | +16.6% | +21.1% |
| 30D | -6.0% | -2.0% | -4.0% | +6.4% |
| 3M | -1.6% | -2.5% | +0.9% | +14.8% |
| 6M | -30.7% | -2.3% | -28.4% | -16.9% |
| YTD | -30.9% | -1.3% | -29.6% | -23.0% |
| All | -83.0% | +0.2% | -83.2% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling