+7,901.1%
MO vs FCEL
-99.7%
+8,000.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +18.8% | -19.8% | -1.4% |
| 7D | -2.0% | +4.0% | -6.0% | -2.2% |
| 30D | -0.3% | -13.1% | +12.8% | -0.1% |
| 3M | -2.9% | +14.6% | -17.5% | -4.1% |
| 6M | +5.8% | +133.7% | -127.9% | +2.1% |
| YTD | +22.0% | +143.0% | -120.9% | +17.4% |
| 1Y | +10.7% | +320.9% | -310.2% | +4.4% |
| 3Y | +94.4% | -58.9% | +153.3% | +90.1% |
| 5Y | +97.2% | -89.7% | +186.8% | +96.2% |
| 10Y | +103.0% | -99.1% | +202.0% | +94.9% |
| All | +7,901.1% | -99.7% | +8,000.8% | +7,061.1% |
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