+287.6%
MP vs FCEL
-85.7%
+373.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.6% | +9.1% | +4.9% |
| 7D | +9.5% | -2.8% | +12.3% | +10.0% |
| 30D | -3.0% | -31.6% | +28.7% | +5.8% |
| 3M | -30.4% | -52.4% | +22.0% | -18.5% |
| 6M | -39.2% | -51.4% | +12.2% | -35.0% |
| YTD | -23.3% | +32.4% | -55.7% | -40.3% |
| 1Y | -32.6% | +37.5% | -70.1% | -49.0% |
| 3Y | +159.3% | -69.3% | +228.5% | +142.6% |
| 5Y | -16.4% | -97.1% | +80.7% | +34.3% |
| All | +287.6% | -85.7% | +373.3% | +399.5% |
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 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