+1,209.8%
MET vs FCEL
-100.0%
+1,309.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.8% |
| 7D | +1.2% | -15.8% | +17.0% | +2.6% |
| 30D | +1.4% | -29.3% | +30.7% | +4.3% |
| 3M | +17.7% | -30.1% | +47.8% | +17.5% |
| 6M | +35.0% | +74.4% | -39.5% | +19.8% |
| YTD | +26.3% | +104.5% | -78.2% | +9.4% |
| 1Y | +22.8% | +281.4% | -258.6% | -2.3% |
| 3Y | +65.9% | -66.1% | +132.0% | +53.6% |
| 5Y | +85.4% | -91.9% | +177.2% | +86.0% |
| 10Y | +253.7% | -99.2% | +352.9% | +224.3% |
| All | +1,209.8% | -100.0% | +1,309.8% | +1,178.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling