-0.4%
MDT vs FCEL
+180.7%
-181.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.7% |
| 7D | -3.4% | +6.3% | -9.7% | -3.2% |
| 30D | +0.2% | -26.7% | +26.9% | -0.4% |
| 3M | +14.3% | -10.2% | +24.4% | +13.7% |
| 6M | +4.0% | +123.5% | -119.5% | +3.0% |
| YTD | -3.7% | +117.4% | -121.0% | -4.7% |
| 1Y | -0.4% | +146.0% | -146.3% | -2.9% |
| All | -0.4% | +180.7% | -181.1% | -2.9% |
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