-99.1%
FCEL vs MOD
+911.6%
-1,010.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +5.7% | +5.8% | +9.5% |
| 7D | -11.2% | -25.5% | +14.3% | -1.6% |
| 30D | -45.8% | -49.0% | +3.2% | -30.8% |
| 3M | -51.0% | -49.8% | -1.2% | -37.2% |
| 6M | -22.2% | -64.8% | +42.5% | +13.6% |
| YTD | +36.3% | -27.6% | +63.9% | +53.9% |
| 1Y | +29.0% | -35.2% | +64.2% | +49.6% |
| 3Y | -70.9% | +137.1% | -208.0% | -80.1% |
| 5Y | -96.3% | +760.3% | -856.6% | -98.4% |
| All | -99.1% | +911.6% | -1,010.7% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling