+27.0%
MMM vs FCEL
-90.2%
+117.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +18.8% | -19.4% | -1.4% |
| 7D | -1.6% | +4.0% | -5.6% | -1.9% |
| 30D | -8.0% | -13.1% | +5.1% | -7.7% |
| 3M | +9.4% | +14.6% | -5.2% | +7.1% |
| 6M | +10.2% | +133.7% | -123.4% | +2.1% |
| YTD | +6.1% | +143.0% | -136.8% | -2.5% |
| 1Y | +10.8% | +320.9% | -310.1% | -3.2% |
| 3Y | +104.8% | -58.9% | +163.7% | +99.6% |
| 5Y | +27.0% | -89.7% | +116.7% | +31.7% |
| All | +27.0% | -90.2% | +117.2% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling