+3,755.4%
MDT vs FCEL
-99.8%
+3,855.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.6% | +7.4% | +2.0% |
| 7D | +1.0% | -2.8% | +3.9% | +1.1% |
| 30D | +9.2% | -31.6% | +40.8% | +10.3% |
| 3M | +14.5% | -52.4% | +66.9% | +16.7% |
| 6M | +37.3% | -51.4% | +88.7% | +37.6% |
| YTD | +9.8% | +32.4% | -22.6% | +4.8% |
| 1Y | +10.5% | +37.5% | -27.0% | +5.1% |
| 3Y | +57.4% | -69.3% | +126.7% | +52.6% |
| 5Y | +1.2% | -97.1% | +98.3% | +5.2% |
| 10Y | +63.2% | -99.1% | +162.4% | +54.3% |
| All | +3,755.4% | -99.8% | +3,855.2% | +3,574.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling