-43.2%
MP vs FRMI
-93.7%
+50.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.9% | +4.9% | +3.3% |
| 7D | -3.6% | -24.3% | +20.7% | +1.6% |
| 30D | -21.0% | -55.1% | +34.1% | -8.8% |
| 3M | -33.3% | -73.8% | +40.5% | -16.2% |
| 6M | -45.9% | -70.6% | +24.6% | -36.5% |
| YTD | -27.8% | -80.8% | +52.9% | -9.9% |
| 1Y | -43.2% | -93.9% | +50.7% | -11.8% |
| All | -43.2% | -93.7% | +50.5% | -11.8% |
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