+281.4%
FCEL vs MTB
+23.4%
+258.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -15.8% | +1.7% | -17.5% | -16.4% |
| 30D | -29.3% | -4.2% | -25.1% | -27.9% |
| 3M | -30.1% | +8.9% | -39.0% | -34.6% |
| 6M | +74.4% | +10.9% | +63.6% | +60.4% |
| YTD | +104.5% | +21.5% | +83.0% | +69.1% |
| 1Y | +281.4% | +21.9% | +259.5% | +189.7% |
| All | +281.4% | +23.4% | +258.0% | +189.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling