+173.5%
FCEL vs MTB
+22.5%
+151.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.4% | -6.3% | -6.1% |
| 7D | +6.3% | -0.4% | +6.7% | +6.4% |
| 30D | -18.8% | -4.6% | -14.2% | -17.0% |
| 3M | -3.8% | +7.4% | -11.3% | -9.6% |
| 6M | +121.1% | +18.7% | +102.5% | +90.4% |
| YTD | +113.3% | +21.1% | +92.2% | +74.1% |
| 1Y | +173.5% | +24.1% | +149.4% | +95.1% |
| All | +173.5% | +22.5% | +151.0% | +95.1% |
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