+281.4%
FCEL vs MKTX
-8.5%
+289.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -15.8% | +0.4% | -16.2% | -16.0% |
| 30D | -29.3% | +1.1% | -30.4% | -29.6% |
| 3M | -30.1% | +36.1% | -66.2% | -36.5% |
| 6M | +74.4% | -12.9% | +87.3% | +40.8% |
| YTD | +104.5% | -8.5% | +113.0% | +66.8% |
| 1Y | +281.4% | -7.5% | +288.9% | +224.8% |
| All | +281.4% | -8.5% | +289.9% | +224.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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