-100.0%
FCEL vs MUB
+76.3%
-176.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -15.8% | -0.9% | -15.0% | -14.8% |
| 30D | -29.3% | -1.4% | -27.9% | -27.8% |
| 3M | -30.1% | -2.2% | -28.0% | -27.7% |
| 6M | +74.4% | -1.9% | +76.3% | +79.6% |
| YTD | +104.5% | -0.8% | +105.3% | +107.2% |
| 1Y | +281.4% | +2.7% | +278.6% | +268.0% |
| 3Y | -66.1% | +8.6% | -74.7% | -69.3% |
| 5Y | -91.9% | +2.0% | -93.9% | -92.1% |
| 10Y | -99.2% | +17.9% | -117.1% | -99.3% |
| All | -100.0% | +76.3% | -176.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling