-44.8%
MP vs FRMI
-93.6%
+48.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +4.4% |
| 7D | -10.5% | -39.8% | +29.3% | -1.7% |
| 30D | -23.5% | -60.5% | +36.9% | -9.7% |
| 3M | -25.4% | -74.6% | +49.2% | -5.8% |
| 6M | -51.3% | -71.8% | +20.5% | -42.1% |
| YTD | -29.9% | -80.4% | +50.5% | -12.8% |
| All | -44.8% | -93.6% | +48.8% | -14.6% |
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