-65.4%
FCEL vs MOD
+300.6%
-366.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +0.2% |
| 7D | -15.8% | +9.6% | -25.4% | -18.8% |
| 30D | -29.3% | 0.0% | -29.3% | -29.2% |
| 3M | -30.1% | -35.4% | +5.2% | -17.5% |
| 6M | +74.4% | -7.3% | +81.7% | +82.4% |
| YTD | +104.5% | +45.8% | +58.7% | +83.0% |
| 1Y | +281.4% | +43.1% | +238.2% | +242.1% |
| All | -65.4% | +300.6% | -366.0% | -85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling