+2,141.2%
MMM vs FCEL
-99.8%
+2,241.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -3.3% | -15.8% | +12.5% | -2.6% |
| 30D | -7.0% | -29.3% | +22.3% | -5.7% |
| 3M | +10.8% | -30.1% | +41.0% | +10.9% |
| 6M | +5.8% | +74.4% | -68.7% | -0.2% |
| YTD | +6.8% | +104.5% | -97.7% | -0.5% |
| 1Y | +10.4% | +281.4% | -271.0% | -1.5% |
| 3Y | +104.7% | -66.1% | +170.8% | +97.6% |
| 5Y | +23.6% | -91.9% | +115.4% | +24.2% |
| 10Y | +54.1% | -99.2% | +153.3% | +46.8% |
| All | +2,141.2% | -99.8% | +2,241.0% | +2,013.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling