-3.5%
MCD vs FCEL
+38.4%
-41.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.6% | -6.9% | +1.9% |
| 7D | +5.9% | +3.0% | +2.9% | +6.1% |
| 30D | +19.6% | -40.0% | +59.6% | +18.8% |
| 3M | +3.3% | -47.0% | +50.3% | +2.5% |
| 6M | +3.5% | -21.0% | +24.5% | +3.7% |
| YTD | -6.1% | +48.0% | -54.1% | -5.4% |
| All | -3.5% | +38.4% | -41.8% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling