+236.9%
MU vs FRMI
-92.4%
+329.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +17.5% | -5.6% | +7.3% |
| 7D | +2.0% | -0.5% | +2.6% | +2.4% |
| 30D | -18.0% | -44.3% | +26.3% | -6.7% |
| 3M | -6.6% | -74.6% | +68.0% | +25.5% |
| 6M | +2.0% | -66.3% | +68.3% | +27.7% |
| YTD | +184.5% | -77.4% | +261.8% | +274.9% |
| 1Y | +236.9% | -91.7% | +328.6% | +429.0% |
| All | +236.9% | -92.4% | +329.2% | +429.0% |
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