+424.9%
MAR vs FCEL
-99.2%
+524.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | -0.5% |
| 7D | -2.1% | +6.3% | -8.4% | -2.4% |
| 30D | -5.7% | -18.8% | +13.2% | -5.1% |
| 3M | -14.6% | -3.8% | -10.8% | -15.7% |
| 6M | +1.3% | +121.1% | -119.8% | -4.8% |
| YTD | +6.7% | +113.3% | -106.6% | 0.0% |
| 1Y | +26.4% | +173.5% | -147.1% | +16.0% |
| 3Y | +64.7% | -63.9% | +128.6% | +59.3% |
| 5Y | +153.1% | -90.7% | +243.7% | +154.1% |
| All | +424.9% | -99.2% | +524.0% | +447.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling