-93.2%
FRMI vs MULL
+444.9%
-538.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -13.8% | +3.2% | -7.1% |
| 7D | -39.7% | -35.9% | -3.8% | -32.6% |
| 30D | -55.2% | -47.3% | -7.8% | -47.7% |
| 3M | -71.2% | -30.6% | -40.6% | -68.9% |
| 6M | -64.1% | +13.7% | -77.8% | -71.2% |
| YTD | -77.2% | +272.1% | -349.4% | -88.9% |
| 1Y | -93.2% | +475.1% | -568.2% | -97.1% |
| All | -93.2% | +444.9% | -538.0% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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