+106.6%
MMM vs FCEL
-64.7%
+171.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -3.3% | -15.8% | +12.5% | -2.9% |
| 30D | -7.0% | -29.3% | +22.3% | -6.3% |
| 3M | +10.8% | -30.1% | +41.0% | +10.9% |
| 6M | +5.8% | +74.4% | -68.7% | +1.7% |
| YTD | +6.8% | +104.5% | -97.7% | +1.7% |
| 1Y | +10.4% | +281.4% | -271.0% | +0.9% |
| All | +106.6% | -64.7% | +171.3% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling