+32.7%
MET vs FCEL
+28.7%
+4.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.3% | +0.8% |
| 7D | +4.5% | -2.8% | +7.3% | +4.5% |
| 30D | +3.5% | -31.6% | +35.2% | +3.7% |
| 3M | +5.9% | -52.4% | +58.3% | +6.3% |
| 6M | +33.1% | -51.4% | +84.5% | +31.3% |
| YTD | +33.6% | +32.4% | +1.2% | +24.2% |
| 1Y | +32.7% | +37.5% | -4.8% | +20.8% |
| All | +32.7% | +28.7% | +4.0% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling