+42.4%
FCEL vs MKC
-18.2%
+60.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.4% | -11.4% | -1.3% |
| 7D | -14.9% | +9.6% | -24.5% | -7.3% |
| 30D | -41.7% | +12.0% | -53.7% | -34.6% |
| 3M | -53.2% | -2.0% | -51.2% | -52.5% |
| 6M | -19.0% | +7.2% | -26.3% | -10.1% |
| YTD | +44.2% | -23.7% | +67.9% | +36.0% |
| 1Y | +42.4% | -18.3% | +60.7% | +36.7% |
| All | +42.4% | -18.2% | +60.7% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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