-60.3%
FCEL vs MKC
-31.2%
-29.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.8% |
| 7D | +15.1% | -4.3% | +19.4% | +14.2% |
| 30D | -16.4% | -3.1% | -13.3% | -16.8% |
| 3M | -5.3% | +6.8% | -12.1% | -4.6% |
| 6M | +124.5% | -18.3% | +142.9% | +132.3% |
| YTD | +126.7% | -23.1% | +149.7% | +135.3% |
| 1Y | +219.9% | -23.7% | +243.6% | +232.7% |
| All | -60.3% | -31.2% | -29.1% | -61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling