-99.8%
FCEL vs MCO
+7,398.7%
-7,498.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.4% | -5.3% | -5.9% |
| 7D | +15.1% | -3.1% | +18.2% | +16.9% |
| 30D | -16.4% | -0.5% | -15.9% | -16.6% |
| 3M | -5.3% | +5.7% | -11.0% | -9.8% |
| 6M | +124.5% | +3.0% | +121.5% | +115.0% |
| YTD | +126.7% | -6.5% | +133.2% | +126.7% |
| 1Y | +219.9% | -5.8% | +225.6% | +217.1% |
| 3Y | -61.6% | +43.1% | -104.8% | -70.4% |
| 5Y | -90.5% | +29.5% | -120.0% | -91.9% |
| 10Y | -99.1% | +388.8% | -487.9% | -99.6% |
| All | -99.8% | +7,398.7% | -7,498.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling