+23.0%
MMM vs FCEL
+32.6%
-9.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -6.0% | +15.5% | +9.5% |
| 7D | +12.2% | -14.9% | +27.1% | +12.2% |
| 30D | +18.8% | -41.7% | +60.5% | +18.9% |
| 3M | +7.4% | -53.2% | +60.5% | +7.4% |
| 6M | +38.3% | -19.0% | +57.4% | +38.6% |
| YTD | +22.9% | +44.2% | -21.3% | +22.2% |
| 1Y | +23.0% | +42.4% | -19.4% | +21.9% |
| All | +23.0% | +32.6% | -9.6% | +21.9% |
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