+20.4%
MMM vs FRMI
-89.6%
+110.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +26.7% | -27.7% | -1.1% |
| 7D | -0.4% | +66.2% | -66.6% | -0.7% |
| 30D | +12.1% | -17.4% | +29.5% | +12.5% |
| 3M | +1.4% | -60.5% | +61.9% | +2.4% |
| 6M | +26.6% | -56.5% | +83.1% | +27.4% |
| YTD | +16.8% | -67.4% | +84.2% | +18.3% |
| 1Y | +10.1% | -85.1% | +95.2% | +6.6% |
| All | +20.4% | -89.6% | +110.0% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling