+2.8%
MRSH vs FCEL
+127.0%
-124.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.1% |
| 7D | -4.8% | +6.3% | -11.0% | -4.4% |
| 30D | -6.3% | -26.7% | +20.3% | -7.4% |
| 3M | +5.8% | -10.2% | +16.0% | +5.2% |
| 6M | +2.8% | +123.5% | -120.7% | +3.9% |
| All | +2.8% | +127.0% | -124.2% | +3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling