-99.0%
FCEL vs MOD
+1,005.7%
-1,104.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +9.9% | -1.2% | +5.0% |
| 7D | +3.0% | -13.9% | +17.0% | +8.4% |
| 30D | -40.0% | -41.5% | +1.5% | -27.1% |
| 3M | -47.0% | -45.7% | -1.3% | -34.1% |
| 6M | -21.0% | -61.1% | +40.1% | +11.4% |
| YTD | +48.0% | -20.5% | +68.5% | +61.7% |
| 1Y | +43.9% | -32.1% | +76.0% | +64.0% |
| 3Y | -67.5% | +146.5% | -214.0% | -78.1% |
| 5Y | -96.7% | +812.7% | -909.4% | -98.6% |
| 10Y | -99.0% | +966.8% | -1,065.8% | -99.6% |
| All | -99.0% | +1,005.7% | -1,104.7% | -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