+110.3%
MPC vs FRMI
-77.3%
+187.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +11.5% | -9.2% | +2.2% |
| 7D | +3.9% | +23.3% | -19.5% | +3.8% |
| 30D | +33.8% | -7.6% | +41.4% | +33.7% |
| 3M | +49.9% | +0.2% | +49.7% | +49.6% |
| 6M | +80.9% | -28.7% | +109.7% | +81.3% |
| YTD | +147.4% | -28.6% | +176.1% | +147.7% |
| All | +110.3% | -77.3% | +187.6% | +105.7% |
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