+106.1%
MPC vs FRMI
-93.4%
+199.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.7% | -1.1% | +4.5% |
| 7D | -9.4% | -24.7% | +15.3% | -9.2% |
| 30D | -14.3% | -51.6% | +37.3% | -14.1% |
| 3M | +31.1% | -73.1% | +104.2% | +31.5% |
| 6M | +60.3% | -68.3% | +128.5% | +60.2% |
| YTD | +142.5% | -79.3% | +221.8% | +143.6% |
| 1Y | +104.6% | -93.2% | +197.8% | +102.9% |
| All | +106.1% | -93.4% | +199.5% | +102.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling