+37.0%
MDT vs FCEL
-99.1%
+136.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -3.4% | +6.3% | -9.7% | -3.6% |
| 30D | +0.2% | -26.7% | +26.9% | +0.7% |
| 3M | +14.3% | -10.2% | +24.4% | +13.6% |
| 6M | +4.0% | +123.5% | -119.5% | +0.3% |
| YTD | -3.7% | +117.4% | -121.0% | -7.3% |
| 1Y | -0.4% | +146.0% | -146.3% | -4.8% |
| 3Y | +23.3% | -61.9% | +85.2% | +20.8% |
| 5Y | -18.9% | -90.5% | +71.6% | -19.0% |
| All | +37.0% | -99.1% | +136.2% | +44.2% |
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