+2,498.9%
MAR vs FCEL
-99.9%
+2,598.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | -4.2% | -15.8% | +11.7% | -2.9% |
| 30D | -6.7% | -29.3% | +22.6% | -4.4% |
| 3M | -12.5% | -30.1% | +17.7% | -12.5% |
| 6M | +0.6% | +74.4% | -73.9% | -8.8% |
| YTD | +9.1% | +104.5% | -95.4% | -3.1% |
| 1Y | +26.2% | +281.4% | -255.2% | +4.1% |
| 3Y | +68.2% | -66.1% | +134.3% | +57.8% |
| 5Y | +163.9% | -91.9% | +255.8% | +166.9% |
| 10Y | +420.6% | -99.2% | +519.8% | +388.1% |
| All | +2,498.9% | -99.9% | +2,598.9% | +2,040.3% |
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