-97.0%
FCEL vs MKC
-35.5%
-61.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.7% | -5.5% |
| 7D | -2.8% | -3.0% | +0.2% | -3.0% |
| 30D | -31.6% | +4.8% | -36.5% | -31.6% |
| 3M | -52.4% | -12.8% | -39.6% | -52.3% |
| 6M | -51.4% | +5.0% | -56.4% | -52.2% |
| YTD | +32.4% | -29.1% | +61.5% | +38.8% |
| 1Y | +37.5% | -26.4% | +63.9% | +42.4% |
| 3Y | -69.3% | -21.6% | -47.6% | -69.7% |
| All | -97.0% | -35.5% | -61.5% | -96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling