-99.8%
FCEL vs MOD
+859.5%
-959.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +5.7% | +5.8% | +9.5% |
| 7D | -11.3% | -25.5% | +14.3% | -1.9% |
| 30D | -45.8% | -49.0% | +3.2% | -31.2% |
| 3M | -51.0% | -49.8% | -1.2% | -37.6% |
| 6M | -22.3% | -64.8% | +42.5% | +13.2% |
| YTD | +36.2% | -27.6% | +63.8% | +51.4% |
| 1Y | +29.0% | -35.2% | +64.2% | +47.3% |
| 3Y | -70.9% | +137.1% | -208.0% | -80.6% |
| 5Y | -96.3% | +760.3% | -856.6% | -98.5% |
| 10Y | -99.1% | +938.8% | -1,037.9% | -99.7% |
| All | -99.8% | +859.5% | -959.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling