+117.2%
MPC vs FRMI
-93.1%
+210.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -10.6% | +2.5% | -7.9% |
| 7D | -10.9% | -39.7% | +28.8% | -10.4% |
| 30D | -9.4% | -55.2% | +45.8% | -8.8% |
| 3M | +26.0% | -71.2% | +97.1% | +27.2% |
| 6M | +56.5% | -64.1% | +120.6% | +56.6% |
| YTD | +144.3% | -77.2% | +221.5% | +146.5% |
| 1Y | +117.2% | -93.2% | +210.4% | +135.3% |
| All | +117.2% | -93.1% | +210.4% | +135.3% |
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