-12.7%
MCD vs FRMI
-77.3%
+64.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.5% | -11.5% | +0.3% |
| 7D | -2.0% | +23.3% | -25.4% | -1.5% |
| 30D | -6.1% | -7.6% | +1.5% | -6.1% |
| 3M | -7.3% | +0.2% | -7.4% | -6.9% |
| 6M | -20.9% | -28.7% | +7.8% | -21.1% |
| YTD | -14.7% | -28.6% | +14.0% | -14.6% |
| All | -12.7% | -77.3% | +64.6% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling