+118.3%
MPC vs FRMI
-91.8%
+210.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +13.8% | -11.3% | +2.2% |
| 7D | +9.4% | +34.6% | -25.2% | +8.8% |
| 30D | -13.4% | -44.6% | +31.2% | -13.6% |
| 3M | +18.9% | -72.9% | +91.8% | +18.9% |
| 6M | +64.9% | -62.3% | +127.3% | +64.2% |
| YTD | +156.8% | -74.3% | +231.1% | +156.8% |
| 1Y | +113.2% | -90.5% | +203.7% | +111.7% |
| All | +118.3% | -91.8% | +210.1% | +113.3% |
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 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