+11.5%
MDB vs FRMI
-78.0%
+89.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.8% | +0.8% |
| 7D | -4.5% | +15.9% | -20.5% | -5.1% |
| 30D | -14.0% | -6.0% | -8.0% | -14.1% |
| 3M | +5.3% | -1.6% | +6.9% | +4.4% |
| 6M | +31.9% | -30.7% | +62.6% | +31.6% |
| YTD | -14.6% | -30.9% | +16.3% | -13.9% |
| All | +11.5% | -78.0% | +89.5% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling