+36.0%
FCEL vs MOD
-35.8%
+71.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.9% | -2.1% | -3.3% |
| 7D | -8.3% | -17.8% | +9.5% | +1.2% |
| 30D | -43.0% | -43.2% | +0.2% | -22.5% |
| 3M | -48.2% | -46.0% | -2.1% | -28.1% |
| 6M | -25.0% | -62.2% | +37.3% | +23.3% |
| YTD | +40.6% | -22.8% | +63.4% | +92.9% |
| 1Y | +36.0% | -35.5% | +71.5% | +91.9% |
| All | +36.0% | -35.8% | +71.8% | +91.9% |
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