-3.9%
MCD vs FRMI
-93.4%
+89.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.7% | -4.0% | +1.9% |
| 7D | +5.9% | -24.7% | +30.7% | +5.2% |
| 30D | +19.6% | -51.6% | +71.2% | +17.9% |
| 3M | +3.3% | -73.1% | +76.4% | +0.7% |
| 6M | +3.5% | -68.3% | +71.7% | +1.5% |
| YTD | -6.1% | -79.3% | +73.1% | -8.4% |
| 1Y | -3.7% | -93.2% | +89.5% | -8.4% |
| All | -3.9% | -93.4% | +89.5% | -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 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