-99.2%
FCEL vs MDY
+175.0%
-274.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -4.3% |
| 7D | +6.3% | -2.5% | +8.8% | +11.1% |
| 30D | -18.8% | -5.0% | -13.8% | -10.9% |
| 3M | -3.8% | +0.5% | -4.3% | -2.5% |
| 6M | +121.1% | +8.0% | +113.1% | +99.2% |
| YTD | +113.3% | +12.2% | +101.1% | +82.1% |
| 1Y | +173.5% | +14.0% | +159.5% | +132.1% |
| 3Y | -63.9% | +48.2% | -112.1% | -79.7% |
| 5Y | -90.7% | +46.1% | -136.8% | -93.9% |
| All | -99.2% | +175.0% | -274.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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