+13,824.2%
MA vs FCEL
-100.0%
+13,924.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | -2.7% | -15.8% | +13.1% | -1.7% |
| 30D | +1.5% | -29.3% | +30.8% | +3.5% |
| 3M | +20.4% | -30.1% | +50.6% | +20.5% |
| 6M | +11.1% | +74.4% | -63.3% | +2.7% |
| YTD | +2.0% | +104.5% | -102.6% | -7.5% |
| 1Y | -2.2% | +281.4% | -283.5% | -16.4% |
| 3Y | +41.9% | -66.1% | +108.0% | +34.8% |
| 5Y | +75.4% | -91.9% | +167.2% | +77.3% |
| 10Y | +527.5% | -99.2% | +626.8% | +534.5% |
| All | +13,824.2% | -100.0% | +13,924.1% | +15,463.0% |
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