-99.1%
FCEL vs MOH
+264.4%
-363.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | 0.0% | +1.5% |
| 7D | +6.3% | +1.7% | +4.6% | +5.8% |
| 30D | -26.7% | -0.9% | -25.8% | -26.6% |
| 3M | -10.2% | +5.7% | -15.9% | -11.8% |
| 6M | +123.5% | +39.1% | +84.4% | +105.3% |
| YTD | +117.4% | +17.7% | +99.7% | +102.9% |
| 1Y | +146.0% | +8.4% | +137.6% | +133.2% |
| 3Y | -61.9% | -36.6% | -25.3% | -61.3% |
| 5Y | -90.5% | -19.1% | -71.4% | -91.1% |
| All | -99.1% | +264.4% | -363.5% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 10y: compounded portfolio wealth divided by compounded MOH 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…
10y analysis · Full analysis span regression · 6 months rolling