+5.2%
MDB vs FRMI
-92.8%
+98.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +17.5% | -15.7% | +0.8% |
| 7D | +3.0% | -0.5% | +3.5% | +2.9% |
| 30D | -11.3% | -44.3% | +33.0% | -8.9% |
| 3M | -23.0% | -74.6% | +51.6% | -18.7% |
| 6M | +14.8% | -66.3% | +81.0% | +18.2% |
| YTD | -19.4% | -77.4% | +57.9% | -14.9% |
| 1Y | -9.0% | -91.7% | +82.8% | -5.5% |
| All | +5.2% | -92.8% | +98.0% | +7.5% |
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