+111.2%
MPC vs FRMI
-78.0%
+189.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.4% |
| 7D | +3.2% | +15.9% | -12.7% | +3.2% |
| 30D | +25.0% | -6.0% | +31.0% | +25.0% |
| 3M | +55.2% | -1.6% | +56.8% | +55.0% |
| 6M | +86.4% | -30.7% | +117.1% | +86.8% |
| YTD | +148.5% | -30.9% | +179.3% | +148.7% |
| All | +111.2% | -78.0% | +189.2% | +106.6% |
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 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