+33.1%
MET vs FCEL
-45.2%
+78.3%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.3% | +0.7% |
| 7D | +4.5% | -2.8% | +7.3% | +4.4% |
| 30D | +3.5% | -31.6% | +35.2% | +3.1% |
| 3M | +5.9% | -52.4% | +58.3% | +5.3% |
| 6M | +33.1% | -51.4% | +84.5% | +30.0% |
| All | +33.1% | -45.2% | +78.3% | +30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling