+211.7%
MRSH vs FCEL
-99.1%
+310.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -4.8% | +6.3% | -11.0% | -4.9% |
| 30D | -6.3% | -26.7% | +20.3% | -5.9% |
| 3M | +5.8% | -10.2% | +16.0% | +5.2% |
| 6M | +2.8% | +123.5% | -120.7% | -0.4% |
| YTD | -3.1% | +117.4% | -120.5% | -6.3% |
| 1Y | -11.3% | +146.0% | -157.2% | -14.7% |
| 3Y | -5.0% | -61.9% | +56.9% | -6.7% |
| 5Y | +19.2% | -90.5% | +109.7% | +19.3% |
| All | +211.7% | -99.1% | +310.8% | +235.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling