+7.3%
MMM vs FRMI
-78.0%
+85.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.8% |
| 7D | -2.6% | +15.9% | -18.5% | -2.7% |
| 30D | -9.3% | -6.0% | -3.3% | -9.3% |
| 3M | +5.6% | -1.6% | +7.2% | +5.3% |
| 6M | +9.5% | -30.7% | +40.2% | +9.1% |
| YTD | +4.1% | -30.9% | +35.0% | +4.5% |
| All | +7.3% | -78.0% | +85.3% | -2.2% |
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