+54.7%
MMM vs FCEL
-99.1%
+153.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.7% | +4.8% | -1.7% |
| 7D | -2.6% | +15.1% | -17.6% | -3.0% |
| 30D | -9.3% | -16.4% | +7.1% | -9.0% |
| 3M | +5.6% | -5.3% | +10.8% | +4.8% |
| 6M | +9.5% | +124.5% | -115.1% | +4.8% |
| YTD | +4.1% | +126.7% | -122.5% | -0.6% |
| 1Y | +9.4% | +219.9% | -210.5% | +2.6% |
| 3Y | +101.0% | -61.6% | +162.6% | +95.8% |
| 5Y | +26.1% | -90.5% | +116.6% | +25.6% |
| 10Y | +54.7% | -99.1% | +153.9% | +70.6% |
| All | +54.7% | -99.1% | +153.9% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling