+141.3%
FCEL vs MKC
-23.5%
+164.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -6.5% |
| 7D | +6.3% | -2.8% | +9.1% | +3.9% |
| 30D | -18.8% | -3.4% | -15.4% | -20.6% |
| 3M | -3.8% | +3.8% | -7.6% | +0.4% |
| 6M | +121.1% | -17.9% | +139.1% | +115.4% |
| YTD | +113.3% | -23.6% | +136.9% | +99.7% |
| All | +141.3% | -23.5% | +164.8% | +139.3% |
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