-6.6%
MCD vs FRMI
-91.8%
+85.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +13.8% | -14.2% | 0.0% |
| 7D | -1.6% | +34.6% | -36.2% | -0.7% |
| 30D | +16.0% | -44.6% | +60.7% | +14.9% |
| 3M | 0.0% | -72.9% | +72.8% | -2.4% |
| 6M | +0.9% | -62.3% | +63.3% | -0.4% |
| YTD | -8.7% | -74.3% | +65.5% | -10.3% |
| 1Y | -8.6% | -90.5% | +82.0% | -12.2% |
| All | -6.6% | -91.8% | +85.2% | -10.7% |
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