-100.0%
FCEL vs MUB
+76.5%
-176.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.1% |
| 7D | -2.8% | -1.3% | -1.5% | -0.9% |
| 30D | -31.6% | +2.2% | -33.8% | -33.8% |
| 3M | -52.4% | -1.6% | -50.8% | -51.3% |
| 6M | -51.4% | -1.3% | -50.1% | -50.3% |
| YTD | +32.4% | -0.7% | +33.1% | +33.9% |
| 1Y | +37.5% | -0.2% | +37.7% | +38.2% |
| 3Y | -69.3% | +9.6% | -78.9% | -72.6% |
| 5Y | -97.1% | +2.6% | -99.7% | -97.2% |
| 10Y | -99.1% | +21.5% | -120.6% | -99.2% |
| All | -100.0% | +76.5% | -176.5% | -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