-7.7%
MDB vs FCEL
+32.6%
-40.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.9% | -1.6% |
| 7D | -16.5% | -14.9% | -1.7% | -15.5% |
| 30D | -8.6% | -41.7% | +33.1% | -5.3% |
| 3M | -13.6% | -53.2% | +39.6% | -9.8% |
| 6M | +24.1% | -19.0% | +43.1% | +20.4% |
| YTD | -21.8% | +44.2% | -65.9% | -31.1% |
| 1Y | -7.7% | +42.4% | -50.1% | -20.3% |
| All | -7.7% | +32.6% | -40.3% | -20.3% |
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 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