-24.7%
MDB vs FCEL
-91.9%
+67.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -4.4% |
| 7D | -17.4% | -15.8% | -1.6% | -14.9% |
| 30D | -2.0% | -29.3% | +27.3% | +3.4% |
| 3M | -3.0% | -30.1% | +27.1% | -2.5% |
| 6M | +48.7% | +74.4% | -25.8% | +16.7% |
| YTD | -12.1% | +104.5% | -116.7% | -34.3% |
| 1Y | +14.5% | +281.4% | -266.9% | -30.0% |
| 3Y | -6.1% | -66.1% | +60.0% | -11.5% |
| All | -24.7% | -91.9% | +67.2% | +12.7% |
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