+23.6%
MMM vs FRMI
-93.9%
+117.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.2% | +7.6% | +0.4% |
| 7D | +7.0% | -24.3% | +31.3% | +7.1% |
| 30D | +18.4% | -55.1% | +73.5% | +19.1% |
| 3M | +4.5% | -73.8% | +78.3% | +5.7% |
| 6M | +33.4% | -70.6% | +104.0% | +34.6% |
| YTD | +20.0% | -80.8% | +100.7% | +21.8% |
| 1Y | +15.0% | -93.9% | +108.9% | +8.0% |
| All | +23.6% | -93.9% | +117.5% | +14.0% |
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