+179.9%
MCD vs FCEL
-99.2%
+279.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.6% |
| 7D | -2.8% | -15.8% | +13.0% | -2.6% |
| 30D | -6.0% | -29.3% | +23.3% | -5.5% |
| 3M | -5.6% | -30.1% | +24.6% | -5.6% |
| 6M | -21.9% | +74.4% | -96.3% | -23.6% |
| YTD | -14.7% | +104.5% | -119.2% | -17.1% |
| 1Y | -17.3% | +281.4% | -298.6% | -21.0% |
| 3Y | -2.2% | -66.1% | +63.9% | -3.4% |
| 5Y | +20.3% | -91.9% | +112.1% | +20.7% |
| All | +179.9% | -99.2% | +279.0% | +173.2% |
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