-3.9%
MCD vs FRMI
-93.1%
+89.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -10.6% | +17.1% | +6.2% |
| 7D | +11.9% | -39.7% | +51.6% | +10.5% |
| 30D | +20.2% | -55.2% | +75.4% | +18.1% |
| 3M | +5.2% | -71.2% | +76.3% | +2.5% |
| 6M | 0.0% | -64.1% | +64.1% | -1.7% |
| YTD | -6.5% | -77.2% | +70.7% | -8.7% |
| 1Y | -3.9% | -93.2% | +89.2% | -10.5% |
| All | -3.9% | -93.1% | +89.2% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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