-99.9%
FCEL vs MOD
+807.7%
-907.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -7.3% | -8.0% | -12.7% |
| 7D | -26.7% | -34.2% | +7.5% | -15.4% |
| 30D | -56.8% | -51.9% | -4.9% | -44.0% |
| 3M | -57.8% | -53.0% | -4.7% | -45.0% |
| 6M | -34.1% | -66.4% | +32.3% | -2.6% |
| YTD | +22.2% | -31.5% | +53.7% | +38.3% |
| 1Y | +5.2% | -39.6% | +44.7% | +23.0% |
| 3Y | -76.2% | +116.8% | -193.0% | -83.7% |
| 5Y | -96.7% | +713.8% | -810.5% | -98.6% |
| 10Y | -99.2% | +882.7% | -981.8% | -99.7% |
| All | -99.9% | +807.7% | -907.5% | -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