+82.3%
MET vs FCEL
-90.4%
+172.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.7% | +6.9% | +0.5% |
| 7D | -0.8% | +15.1% | -15.8% | -1.4% |
| 30D | -1.4% | -16.4% | +15.1% | -0.9% |
| 3M | +12.5% | -5.3% | +17.8% | +10.7% |
| 6M | +37.1% | +124.5% | -87.4% | +26.5% |
| YTD | +23.8% | +126.7% | -102.9% | +13.6% |
| 1Y | +24.1% | +219.9% | -195.8% | +10.6% |
| 3Y | +65.2% | -61.6% | +126.8% | +60.4% |
| 5Y | +82.3% | -90.5% | +172.8% | +85.5% |
| All | +82.3% | -90.4% | +172.6% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling