+15,614.6%
MA vs FCEL
-100.0%
+15,714.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.5% | -12.0% | -1.2% |
| 7D | +2.3% | -11.2% | +13.5% | +2.9% |
| 30D | +14.7% | -45.8% | +60.5% | +18.7% |
| 3M | +13.5% | -51.0% | +64.5% | +17.3% |
| 6M | +33.1% | -22.2% | +55.4% | +29.6% |
| YTD | +15.1% | +36.3% | -21.2% | +6.2% |
| 1Y | +18.7% | +29.0% | -10.3% | +9.5% |
| 3Y | +72.1% | -70.9% | +143.0% | +63.8% |
| 5Y | +92.8% | -96.3% | +189.1% | +105.1% |
| 10Y | +571.6% | -99.1% | +670.7% | +544.5% |
| All | +15,614.6% | -100.0% | +15,714.6% | +17,766.4% |
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