+57.4%
MDT vs FCEL
-68.7%
+126.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.6% | +7.4% | +1.8% |
| 7D | +1.0% | -2.8% | +3.9% | +1.0% |
| 30D | +9.2% | -31.6% | +40.8% | +8.9% |
| 3M | +14.5% | -52.4% | +66.9% | +14.1% |
| 6M | +37.3% | -51.4% | +88.7% | +36.2% |
| YTD | +9.8% | +32.4% | -22.6% | +7.2% |
| 1Y | +10.5% | +37.5% | -27.0% | +7.6% |
| 3Y | +57.4% | -69.3% | +126.7% | +59.8% |
| All | +57.4% | -68.7% | +126.1% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling