-82.4%
FRMI vs MULL
+1,536.3%
-1,618.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -3.0% | +14.5% | +12.2% |
| 7D | +23.3% | +14.0% | +9.3% | +19.5% |
| 30D | -7.6% | +24.8% | -32.4% | -12.9% |
| 3M | +0.2% | -16.1% | +16.3% | -4.5% |
| 6M | -28.7% | +330.9% | -359.6% | -61.5% |
| YTD | -28.6% | +545.0% | -573.6% | -68.3% |
| All | -82.4% | +1,536.3% | -1,618.8% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling