+22.7%
MCD vs FCEL
-96.5%
+119.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.5% | -12.1% | -0.6% |
| 7D | +7.1% | -11.2% | +18.4% | +7.2% |
| 30D | +19.8% | -45.8% | +65.5% | +20.1% |
| 3M | +0.8% | -51.0% | +51.8% | +1.1% |
| 6M | -1.3% | -22.2% | +20.9% | -2.0% |
| YTD | -7.8% | +36.3% | -44.0% | -9.3% |
| 1Y | -5.0% | +29.0% | -34.0% | -6.6% |
| 3Y | +10.5% | -70.9% | +81.4% | +10.5% |
| All | +22.7% | -96.5% | +119.3% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling