-61.9%
FCEL vs MOH
-36.3%
-25.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | 0.0% | +1.8% |
| 7D | +6.3% | +1.7% | +4.6% | +6.2% |
| 30D | -26.7% | -0.9% | -25.8% | -26.6% |
| 3M | -10.2% | +5.7% | -15.9% | -10.5% |
| 6M | +123.5% | +39.1% | +84.4% | +119.4% |
| YTD | +117.4% | +17.7% | +99.7% | +113.6% |
| 1Y | +146.0% | +8.4% | +137.6% | +142.3% |
| 3Y | -61.9% | -36.6% | -25.3% | -60.7% |
| All | -61.9% | -36.3% | -25.6% | -60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling