+97.1%
MPC vs FRMI
-93.8%
+190.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.2% |
| 7D | -16.2% | -39.8% | +23.7% | -15.9% |
| 30D | -15.7% | -60.5% | +44.7% | -15.4% |
| 3M | +24.9% | -74.6% | +99.5% | +25.4% |
| 6M | +52.7% | -71.8% | +124.4% | +52.8% |
| YTD | +131.9% | -80.4% | +212.2% | +133.1% |
| 1Y | +96.6% | -93.9% | +190.5% | +94.7% |
| All | +97.1% | -93.8% | +190.8% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling