-40.7%
MP vs FCEL
+47.0%
-87.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.5% | -5.8% | -0.6% |
| 7D | +2.3% | +3.9% | -1.6% | +1.2% |
| 30D | -15.3% | -33.1% | +17.8% | -8.7% |
| 3M | -33.5% | -43.0% | +9.5% | -27.2% |
| 6M | -45.5% | -31.3% | -14.2% | -46.2% |
| YTD | -27.3% | +49.8% | -77.1% | -44.7% |
| 1Y | -40.7% | +48.2% | -88.9% | -56.5% |
| All | -40.7% | +47.0% | -87.7% | -56.5% |
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 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