-83.1%
FRMI vs MULL
+1,445.1%
-1,528.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.3% |
| 7D | +7.4% | -8.4% | +15.8% | +9.3% |
| 30D | -27.6% | +9.7% | -37.3% | -29.9% |
| 3M | -20.9% | -26.8% | +5.9% | -21.7% |
| 6M | -36.6% | +220.7% | -257.3% | -62.7% |
| YTD | -31.3% | +509.0% | -540.3% | -69.2% |
| All | -83.1% | +1,445.1% | -1,528.2% | -93.6% |
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