+2,417.9%
MMM vs FCEL
-99.8%
+2,517.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +0.6% |
| 7D | +7.0% | -8.3% | +15.3% | +7.3% |
| 30D | +18.4% | -43.0% | +61.4% | +21.2% |
| 3M | +4.5% | -48.2% | +52.6% | +6.9% |
| 6M | +33.4% | -25.0% | +58.4% | +31.4% |
| YTD | +20.0% | +40.6% | -20.7% | +13.1% |
| 1Y | +15.0% | +36.0% | -21.0% | +8.3% |
| 3Y | +165.0% | -66.7% | +231.7% | +154.7% |
| 5Y | +47.9% | -96.7% | +144.6% | +55.1% |
| 10Y | +79.6% | -99.0% | +178.7% | +66.8% |
| All | +2,417.9% | -99.8% | +2,517.7% | +2,302.0% |
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