-99.7%
FCEL vs MTB
+4,135.4%
-4,235.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.6% | +19.4% | +19.2% |
| 7D | +4.0% | +2.8% | +1.2% | +1.9% |
| 30D | -13.1% | -4.2% | -8.9% | -10.6% |
| 3M | +14.6% | +7.8% | +6.8% | +8.1% |
| 6M | +133.7% | +14.8% | +118.9% | +111.0% |
| YTD | +143.0% | +20.8% | +122.2% | +111.8% |
| 1Y | +320.9% | +23.1% | +297.7% | +263.3% |
| 3Y | -58.9% | +114.8% | -173.7% | -75.7% |
| 5Y | -89.7% | +103.3% | -192.9% | -93.8% |
| 10Y | -99.1% | +173.0% | -272.0% | -99.6% |
| All | -99.7% | +4,135.4% | -4,235.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling