-100.0%
FCEL vs MKTX
+1,445.1%
-1,545.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | +15.1% | +0.3% | +14.8% | +14.9% |
| 30D | -16.4% | +1.0% | -17.4% | -16.8% |
| 3M | -5.3% | +40.8% | -46.1% | -18.6% |
| 6M | +124.5% | -10.9% | +135.4% | +133.4% |
| YTD | +126.7% | -8.6% | +135.3% | +131.6% |
| 1Y | +219.9% | -11.6% | +231.4% | +229.0% |
| 3Y | -61.6% | -24.5% | -37.1% | -59.2% |
| 5Y | -90.5% | -60.7% | -29.8% | -86.5% |
| 10Y | -99.1% | +5.1% | -104.3% | -99.3% |
| All | -100.0% | +1,445.1% | -1,545.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling