+3,401.0%
MDT vs FCEL
-99.8%
+3,500.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.1% |
| 7D | +3.2% | -15.8% | +19.0% | +3.8% |
| 30D | +9.5% | -29.3% | +38.8% | +10.7% |
| 3M | +16.0% | -30.1% | +46.1% | +15.9% |
| 6M | +0.2% | +74.4% | -74.2% | -4.3% |
| YTD | -0.3% | +104.5% | -104.8% | -5.7% |
| 1Y | +4.7% | +281.4% | -276.7% | -4.2% |
| 3Y | +26.5% | -66.1% | +92.6% | +22.9% |
| 5Y | -18.2% | -91.9% | +73.7% | -18.1% |
| 10Y | +40.0% | -99.2% | +139.2% | +34.4% |
| All | +3,401.0% | -99.8% | +3,500.7% | +3,204.8% |
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 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