+3,025.1%
MRSH vs FCEL
-99.7%
+3,124.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.7% | +4.7% | -1.7% |
| 7D | -5.9% | +15.1% | -20.9% | -6.5% |
| 30D | -7.3% | -16.4% | +9.1% | -6.9% |
| 3M | +7.4% | -5.3% | +12.7% | +5.9% |
| 6M | -0.7% | +124.5% | -125.2% | -7.4% |
| YTD | -3.2% | +126.7% | -129.8% | -10.2% |
| 1Y | -10.6% | +219.9% | -230.5% | -19.3% |
| 3Y | -4.6% | -61.6% | +57.1% | -8.8% |
| 5Y | +19.3% | -90.5% | +109.8% | +18.5% |
| 10Y | +217.3% | -99.1% | +316.4% | +195.8% |
| All | +3,025.1% | -99.7% | +3,124.8% | +2,719.8% |
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 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