+498.8%
MAR vs FCEL
-99.1%
+597.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | -0.1% |
| 7D | +1.6% | -2.8% | +4.4% | +1.7% |
| 30D | +13.8% | -31.6% | +45.4% | +15.3% |
| 3M | +20.3% | -52.4% | +72.7% | +23.1% |
| 6M | +21.3% | -51.4% | +72.7% | +22.0% |
| YTD | +37.2% | +32.4% | +4.8% | +30.5% |
| 1Y | +48.4% | +37.5% | +10.9% | +40.4% |
| 3Y | +120.1% | -69.3% | +189.4% | +113.3% |
| 5Y | +182.1% | -97.1% | +279.2% | +195.7% |
| All | +498.8% | -99.1% | +597.9% | +525.6% |
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