-61.9%
FCEL vs MGY
+25.2%
-87.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +6.3% | +3.5% | +2.7% | +4.9% |
| 30D | -26.7% | +5.3% | -31.9% | -28.2% |
| 3M | -10.2% | +2.6% | -12.8% | -12.6% |
| 6M | +123.5% | -3.3% | +126.8% | +121.9% |
| YTD | +117.4% | +29.2% | +88.2% | +82.8% |
| 1Y | +146.0% | +18.0% | +127.9% | +116.9% |
| 3Y | -61.9% | +30.0% | -91.9% | -71.8% |
| All | -61.9% | +25.2% | -87.1% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 3y: compounded portfolio wealth divided by compounded MGY 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…
3y analysis · Full analysis span regression · 6 months rolling