-90.5%
FCEL vs MTB
+103.4%
-193.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.6% |
| 7D | +15.1% | +1.1% | +14.0% | +14.2% |
| 30D | -16.4% | -4.6% | -11.8% | -13.7% |
| 3M | -5.3% | +6.3% | -11.5% | -10.1% |
| 6M | +124.5% | +15.6% | +108.9% | +100.5% |
| YTD | +126.7% | +20.6% | +106.1% | +96.0% |
| 1Y | +219.9% | +22.5% | +197.4% | +173.4% |
| 3Y | -61.6% | +114.4% | -176.1% | -78.9% |
| 5Y | -90.5% | +101.9% | -192.4% | -94.5% |
| All | -90.5% | +103.4% | -193.9% | -94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling