-83.4%
FRMI vs MULL
+1,463.5%
-1,546.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.3% | +6.8% | -0.4% |
| 7D | +10.9% | +3.6% | +7.3% | +9.7% |
| 30D | -24.3% | +22.0% | -46.3% | -28.5% |
| 3M | -21.8% | -8.6% | -13.1% | -26.5% |
| 6M | -33.0% | +248.5% | -281.6% | -61.5% |
| YTD | -32.6% | +516.3% | -548.9% | -69.9% |
| All | -83.4% | +1,463.5% | -1,546.9% | -93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling