-43.2%
MP vs FCEL
+31.5%
-74.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.2% | -0.2% | +2.3% |
| 7D | -3.6% | -8.3% | +4.7% | -2.1% |
| 30D | -21.0% | -43.0% | +22.0% | -11.9% |
| 3M | -33.3% | -48.2% | +14.9% | -25.5% |
| 6M | -45.9% | -25.0% | -21.0% | -47.8% |
| YTD | -27.8% | +40.6% | -68.5% | -44.5% |
| 1Y | -43.2% | +36.0% | -79.2% | -57.6% |
| All | -43.2% | +31.5% | -74.6% | -57.6% |
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