+211.3%
MCD vs FCEL
-98.9%
+310.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.6% | -6.9% | +1.6% |
| 7D | +5.9% | +3.0% | +2.9% | +5.8% |
| 30D | +19.6% | -40.0% | +59.6% | +20.5% |
| 3M | +3.3% | -47.0% | +50.3% | +4.1% |
| 6M | +3.5% | -21.0% | +24.5% | +2.7% |
| YTD | -6.1% | +48.0% | -54.1% | -8.4% |
| 1Y | -3.7% | +43.9% | -47.5% | -6.1% |
| 3Y | +13.4% | -67.5% | +80.9% | +11.7% |
| 5Y | +25.2% | -96.7% | +121.8% | +27.9% |
| 10Y | +211.3% | -99.0% | +310.3% | +203.8% |
| All | +211.3% | -98.9% | +310.2% | +203.8% |
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