+24.6%
MDT vs FCEL
-61.1%
+85.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.2% | -0.6% |
| 7D | -0.3% | +15.1% | -15.4% | -0.3% |
| 30D | +2.8% | -16.4% | +19.2% | +2.8% |
| 3M | +13.1% | -5.3% | +18.4% | +12.5% |
| 6M | +2.3% | +124.5% | -122.2% | 0.0% |
| YTD | -2.7% | +126.7% | -129.4% | -5.1% |
| 1Y | +0.9% | +219.9% | -219.0% | -2.7% |
| All | +24.6% | -61.1% | +85.7% | +23.6% |
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