-65.2%
FCEL vs MOD
+137.0%
-202.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.5% | +3.0% | +5.0% |
| 7D | +3.9% | +8.2% | -4.3% | +1.1% |
| 30D | -33.1% | -38.2% | +5.1% | -18.5% |
| 3M | -43.0% | -46.2% | +3.2% | -26.7% |
| 6M | -31.3% | -62.5% | +31.2% | +1.1% |
| YTD | +49.8% | -20.1% | +69.9% | +71.2% |
| 1Y | +48.2% | -29.7% | +77.9% | +74.8% |
| All | -65.2% | +137.0% | -202.3% | -87.6% |
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 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