+281.4%
FCEL vs MOD
+45.0%
+236.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | -0.5% |
| 7D | -15.8% | +9.6% | -25.4% | -20.0% |
| 30D | -29.3% | 0.0% | -29.3% | -29.2% |
| 3M | -30.1% | -35.4% | +5.2% | -13.6% |
| 6M | +74.4% | -7.3% | +81.7% | +87.7% |
| YTD | +104.5% | +45.8% | +58.7% | +81.1% |
| 1Y | +281.4% | +43.1% | +238.2% | +235.3% |
| All | +281.4% | +45.0% | +236.4% | +235.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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