-100.0%
FCEL vs MUB
+77.6%
-177.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.4% |
| 7D | -8.3% | +0.6% | -8.9% | -9.2% |
| 30D | -43.0% | +3.4% | -46.4% | -45.8% |
| 3M | -48.2% | -0.7% | -47.5% | -47.7% |
| 6M | -25.0% | -1.0% | -24.0% | -23.7% |
| YTD | +40.6% | 0.0% | +40.6% | +40.8% |
| 1Y | +36.0% | +0.4% | +35.6% | +35.5% |
| 3Y | -66.7% | +10.5% | -77.2% | -70.6% |
| 5Y | -96.7% | +3.1% | -99.7% | -96.8% |
| 10Y | -99.0% | +22.0% | -121.1% | -99.1% |
| All | -100.0% | +77.6% | -177.6% | -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