+8.6%
MCD vs FCEL
-68.7%
+77.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | -0.6% |
| 7D | -1.6% | -2.8% | +1.2% | -1.7% |
| 30D | +14.1% | -31.6% | +45.8% | +14.0% |
| 3M | +0.6% | -52.4% | +53.0% | +0.5% |
| 6M | 0.0% | -51.4% | +51.4% | -0.3% |
| YTD | -9.3% | +32.4% | -41.7% | -10.0% |
| 1Y | -9.3% | +37.5% | -46.8% | -10.1% |
| 3Y | +8.6% | -69.3% | +77.9% | +9.9% |
| All | +8.6% | -68.7% | +77.3% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling