-60.3%
FCEL vs MUB
+8.2%
-68.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -5.0% |
| 7D | +15.1% | -0.7% | +15.8% | +17.9% |
| 30D | -16.4% | -2.0% | -14.5% | -10.9% |
| 3M | -5.3% | -2.5% | -2.7% | +3.6% |
| 6M | +124.5% | -2.3% | +126.9% | +144.1% |
| YTD | +126.7% | -1.3% | +128.0% | +137.9% |
| 1Y | +219.9% | +1.1% | +218.8% | +208.7% |
| All | -60.3% | +8.2% | -68.5% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 3y: compounded portfolio wealth divided by compounded MUB 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…
3y analysis · Full analysis span regression · 6 months rolling