+10.5%
MCD vs FCEL
-74.5%
+85.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.5% | -12.1% | -0.5% |
| 7D | +7.1% | -11.2% | +18.4% | +7.1% |
| 30D | +19.8% | -45.8% | +65.5% | +19.6% |
| 3M | +0.8% | -51.0% | +51.8% | +0.7% |
| 6M | -1.3% | -22.2% | +20.9% | -1.7% |
| YTD | -7.8% | +36.3% | -44.0% | -8.5% |
| 1Y | -5.0% | +29.0% | -34.0% | -5.7% |
| 3Y | +10.5% | -70.9% | +81.4% | +11.6% |
| All | +10.5% | -74.5% | +85.0% | +11.6% |
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