-84.3%
FRMI vs MULL
+1,587.2%
-1,671.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +11.8% | -6.5% | +2.6% |
| 7D | +2.4% | +17.3% | -14.9% | -1.4% |
| 30D | -17.3% | +23.5% | -40.8% | -21.8% |
| 3M | -17.2% | -24.0% | +6.8% | -20.1% |
| 6M | -43.4% | +276.7% | -320.1% | -68.1% |
| YTD | -36.0% | +565.1% | -601.1% | -71.8% |
| All | -84.3% | +1,587.2% | -1,671.5% | -94.1% |
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