-90.6%
FCEL vs MTCH
-73.3%
-17.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.0% |
| 7D | +6.3% | +1.3% | +5.0% | +5.1% |
| 30D | -26.7% | +15.9% | -42.6% | -34.3% |
| 3M | -10.2% | +23.3% | -33.5% | -23.3% |
| 6M | +123.5% | +40.1% | +83.3% | +73.4% |
| YTD | +117.4% | +33.6% | +83.8% | +71.5% |
| 1Y | +146.0% | +14.1% | +131.9% | +116.0% |
| 3Y | -61.9% | +1.4% | -63.3% | -65.0% |
| All | -90.6% | -73.3% | -17.3% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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