+146.0%
FCEL vs MCO
-5.7%
+151.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +2.1% |
| 7D | +6.3% | -3.8% | +10.1% | +5.7% |
| 30D | -26.7% | -0.4% | -26.3% | -26.8% |
| 3M | -10.2% | +7.7% | -17.9% | -11.4% |
| 6M | +123.5% | +7.0% | +116.5% | +120.6% |
| YTD | +117.4% | -6.4% | +123.8% | +105.7% |
| 1Y | +146.0% | -7.6% | +153.6% | +138.9% |
| All | +146.0% | -5.7% | +151.7% | +138.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling