+199.5%
MCHP vs FCEL
-99.1%
+298.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.7% | +3.5% |
| 7D | 0.0% | +6.3% | -6.2% | -0.6% |
| 30D | -6.0% | -26.7% | +20.6% | -4.0% |
| 3M | -19.7% | -10.2% | -9.5% | -20.5% |
| 6M | +14.0% | +123.5% | -109.5% | +2.7% |
| YTD | +18.4% | +117.4% | -98.9% | +6.1% |
| 1Y | +17.1% | +146.0% | -128.9% | +2.6% |
| 3Y | +0.7% | -61.9% | +62.6% | -4.6% |
| 5Y | +5.1% | -90.5% | +95.6% | +6.3% |
| All | +199.5% | -99.1% | +298.6% | +235.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 10y: compounded portfolio wealth divided by compounded FCEL 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…
10y analysis · Full analysis span regression · 6 months rolling