+4.7%
MDT vs FCEL
+269.1%
-264.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.2% |
| 7D | +3.2% | -15.8% | +19.0% | +2.9% |
| 30D | +9.5% | -29.3% | +38.8% | +8.8% |
| 3M | +16.0% | -30.1% | +46.1% | +15.0% |
| 6M | +0.2% | +74.4% | -74.2% | -1.2% |
| YTD | -0.3% | +104.5% | -104.8% | -2.1% |
| 1Y | +4.7% | +281.4% | -276.7% | +0.7% |
| All | +4.7% | +269.1% | -264.4% | +0.7% |
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 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