+23.0%
MMM vs FRMI
-93.1%
+116.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -10.6% | +20.1% | +9.8% |
| 7D | +12.2% | -39.7% | +52.0% | +13.7% |
| 30D | +18.8% | -55.2% | +74.0% | +21.3% |
| 3M | +7.4% | -71.2% | +78.5% | +10.9% |
| 6M | +38.3% | -64.1% | +102.4% | +40.5% |
| YTD | +22.9% | -77.2% | +100.1% | +26.9% |
| 1Y | +23.0% | -93.2% | +116.2% | +25.9% |
| All | +23.0% | -93.1% | +116.1% | +25.9% |
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 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