+2.3%
MDT vs FRMI
-29.8%
+32.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | -0.6% |
| 7D | -0.3% | +15.9% | -16.2% | +0.2% |
| 30D | +2.8% | -6.0% | +8.7% | +2.8% |
| 3M | +13.1% | -1.6% | +14.7% | +12.9% |
| 6M | +2.3% | -30.7% | +33.0% | +2.8% |
| All | +2.3% | -29.8% | +32.2% | +2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling