+9.4%
MMM vs FCEL
+289.9%
-280.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.7% | +4.8% | -1.8% |
| 7D | -2.6% | +15.1% | -17.6% | -2.6% |
| 30D | -9.3% | -16.4% | +7.1% | -9.3% |
| 3M | +5.6% | -5.3% | +10.8% | +5.6% |
| 6M | +9.5% | +124.5% | -115.1% | +8.3% |
| YTD | +4.1% | +126.7% | -122.5% | +3.0% |
| 1Y | +9.4% | +219.9% | -210.5% | +7.9% |
| All | +9.4% | +289.9% | -280.5% | +7.9% |
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