-3.7%
MCD vs FRMI
-93.9%
+90.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.2% | +7.5% | +0.1% |
| 7D | +7.3% | -24.3% | +31.6% | +6.6% |
| 30D | +20.0% | -55.1% | +75.1% | +17.9% |
| 3M | +3.8% | -73.8% | +77.6% | +1.1% |
| 6M | +3.8% | -70.6% | +74.3% | +1.6% |
| YTD | -5.9% | -80.8% | +74.9% | -8.3% |
| 1Y | -3.2% | -93.9% | +90.7% | -8.2% |
| All | -3.7% | -93.9% | +90.2% | -8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling