+6.3%
MMM vs FRMI
-78.6%
+84.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.9% |
| 7D | -3.2% | +10.9% | -14.1% | -3.3% |
| 30D | -10.7% | -24.3% | +13.6% | -10.5% |
| 3M | +4.3% | -21.8% | +26.1% | +4.2% |
| 6M | +5.9% | -33.0% | +38.9% | +5.5% |
| YTD | +3.2% | -32.6% | +35.8% | +3.6% |
| All | +6.3% | -78.6% | +84.9% | -3.1% |
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