+427.0%
MCK vs FCEL
-99.1%
+526.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.9% | +0.1% |
| 7D | -2.9% | +6.3% | -9.2% | -3.0% |
| 30D | +0.4% | -26.7% | +27.1% | +0.7% |
| 3M | +12.1% | -10.2% | +22.3% | +11.7% |
| 6M | -5.4% | +123.5% | -128.9% | -7.4% |
| YTD | +7.8% | +117.4% | -109.6% | +5.5% |
| 1Y | +22.9% | +146.0% | -123.0% | +19.6% |
| 3Y | +110.7% | -61.9% | +172.6% | +109.0% |
| 5Y | +346.2% | -90.5% | +436.7% | +350.2% |
| All | +427.0% | -99.1% | +526.2% | +463.3% |
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 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