-99.1%
FCEL vs MCO
+393.6%
-492.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +0.6% |
| 7D | +6.3% | -3.8% | +10.1% | +9.4% |
| 30D | -26.7% | -0.4% | -26.3% | -27.1% |
| 3M | -10.2% | +7.7% | -17.9% | -17.8% |
| 6M | +123.5% | +7.0% | +116.5% | +102.0% |
| YTD | +117.4% | -6.4% | +123.8% | +116.0% |
| 1Y | +146.0% | -7.6% | +153.6% | +144.8% |
| 3Y | -61.9% | +43.2% | -105.1% | -75.8% |
| 5Y | -90.5% | +29.6% | -120.1% | -93.3% |
| All | -99.1% | +393.6% | -492.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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