-69.3%
FCEL vs MOD
+201.5%
-270.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +27.9% | -33.4% | -16.5% |
| 7D | -2.8% | +40.4% | -43.2% | -17.2% |
| 30D | -31.6% | -14.0% | -17.6% | -28.8% |
| 3M | -52.4% | -33.3% | -19.1% | -45.2% |
| 6M | -51.4% | -51.4% | 0.0% | -37.0% |
| YTD | +32.4% | +1.6% | +30.8% | +34.2% |
| 1Y | +37.5% | +5.4% | +32.1% | +36.4% |
| 3Y | -69.3% | +191.0% | -260.3% | -90.3% |
| All | -69.3% | +201.5% | -270.7% | -90.3% |
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