-99.0%
FCEL vs MOD
+915.9%
-1,014.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.5% | +3.0% | +5.2% |
| 7D | +3.9% | +8.2% | -4.3% | +1.5% |
| 30D | -33.1% | -38.2% | +5.1% | -20.3% |
| 3M | -43.0% | -46.2% | +3.2% | -28.7% |
| 6M | -31.3% | -62.5% | +31.2% | -2.0% |
| YTD | +49.8% | -20.1% | +69.9% | +63.5% |
| 1Y | +48.2% | -29.7% | +77.9% | +67.1% |
| 3Y | -64.6% | +136.2% | -200.8% | -75.7% |
| 5Y | -96.7% | +820.4% | -917.1% | -98.6% |
| 10Y | -99.0% | +839.8% | -938.8% | -99.6% |
| All | -99.0% | +915.9% | -1,014.9% | -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