+4,407.5%
MU vs FCEL
-99.1%
+4,506.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.6% | +3.0% | -2.0% |
| 7D | +12.8% | -2.8% | +15.6% | +13.2% |
| 30D | -14.9% | -31.6% | +16.8% | -11.5% |
| 3M | -18.0% | -52.4% | +34.4% | -12.7% |
| 6M | -3.1% | -51.4% | +48.3% | +1.2% |
| YTD | +172.9% | +32.4% | +140.5% | +158.2% |
| 1Y | +228.8% | +37.5% | +191.3% | +208.9% |
| 3Y | +950.8% | -69.3% | +1,020.1% | +937.0% |
| 5Y | +931.3% | -97.1% | +1,028.4% | +1,047.3% |
| All | +4,407.5% | -99.1% | +4,506.6% | +5,551.0% |
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 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