-40.7%
MP vs FRMI
-92.4%
+51.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +17.5% | -16.8% | -2.7% |
| 7D | +2.3% | -0.5% | +2.8% | +2.0% |
| 30D | -15.3% | -44.3% | +29.0% | -6.6% |
| 3M | -33.5% | -74.6% | +41.1% | -16.1% |
| 6M | -45.5% | -66.3% | +20.8% | -37.8% |
| YTD | -27.3% | -77.4% | +50.1% | -12.3% |
| 1Y | -40.7% | -91.7% | +51.0% | -14.0% |
| All | -40.7% | -92.4% | +51.7% | -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 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