+16.3%
MDB vs FRMI
-78.6%
+94.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.9% | +4.4% |
| 7D | -2.8% | +10.9% | -13.7% | -3.2% |
| 30D | -14.9% | -24.3% | +9.4% | -14.0% |
| 3M | +7.3% | -21.8% | +29.1% | +7.6% |
| 6M | +38.2% | -33.0% | +71.2% | +38.0% |
| YTD | -10.9% | -32.6% | +21.7% | -10.1% |
| All | +16.3% | -78.6% | +94.8% | +13.7% |
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 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