-90.8%
FCEL vs MCO
+26.6%
-117.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.4% | -4.7% |
| 7D | +6.3% | -7.3% | +13.6% | +12.6% |
| 30D | -18.8% | -1.7% | -17.1% | -18.4% |
| 3M | -3.8% | +3.9% | -7.7% | -9.9% |
| 6M | +121.1% | +3.8% | +117.3% | +103.9% |
| YTD | +113.3% | -7.9% | +121.2% | +114.7% |
| 1Y | +173.5% | -6.8% | +180.4% | +169.3% |
| 3Y | -63.9% | +40.9% | -104.8% | -79.7% |
| All | -90.8% | +26.6% | -117.3% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling