+15,762.5%
MA vs FCEL
-100.0%
+15,862.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.0% | +5.5% | +0.8% |
| 7D | +1.8% | -8.3% | +10.1% | +2.2% |
| 30D | +11.8% | -43.0% | +54.8% | +15.3% |
| 3M | +17.2% | -48.2% | +65.3% | +20.7% |
| 6M | +33.4% | -25.0% | +58.4% | +30.2% |
| YTD | +16.1% | +40.6% | -24.5% | +7.0% |
| 1Y | +19.9% | +36.0% | -16.1% | +10.1% |
| 3Y | +70.1% | -66.7% | +136.8% | +60.3% |
| 5Y | +89.6% | -96.7% | +186.3% | +103.5% |
| 10Y | +568.4% | -99.0% | +667.5% | +540.0% |
| All | +15,762.5% | -100.0% | +15,862.4% | +17,893.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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