+242.5%
MET vs FCEL
-99.2%
+341.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.9% | +7.1% | +1.4% |
| 7D | -2.5% | +6.3% | -8.7% | -2.8% |
| 30D | 0.0% | -18.8% | +18.8% | +0.6% |
| 3M | +13.1% | -3.8% | +16.9% | +11.5% |
| 6M | +39.0% | +121.1% | -82.1% | +30.2% |
| YTD | +25.2% | +113.3% | -88.1% | +17.0% |
| 1Y | +25.6% | +173.5% | -147.9% | +15.2% |
| 3Y | +67.1% | -63.9% | +131.0% | +61.2% |
| 5Y | +85.1% | -90.7% | +175.8% | +84.7% |
| All | +242.5% | -99.2% | +341.7% | +262.9% |
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