+1,415.2%
MUU vs FRMI
-78.0%
+1,493.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.2% | +8.7% | +6.8% |
| 7D | +15.0% | +15.9% | -0.9% | +7.6% |
| 30D | +36.8% | -6.0% | +42.8% | +36.6% |
| 3M | -8.5% | -1.6% | -6.9% | -7.6% |
| 6M | +320.7% | -30.7% | +351.4% | +367.7% |
| YTD | +599.7% | -30.9% | +630.6% | +673.7% |
| All | +1,415.2% | -78.0% | +1,493.2% | +2,261.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling