+127.0%
MP vs FCEL
-74.5%
+201.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +11.5% | -6.5% | +2.5% |
| 7D | -10.5% | -11.3% | +0.8% | -8.5% |
| 30D | -23.5% | -45.8% | +22.3% | -13.6% |
| 3M | -25.4% | -51.0% | +25.6% | -15.5% |
| 6M | -51.3% | -22.3% | -29.0% | -53.5% |
| YTD | -29.9% | +36.2% | -66.1% | -43.1% |
| 1Y | -31.8% | +29.0% | -60.8% | -44.9% |
| 3Y | +127.0% | -70.9% | +197.9% | +152.6% |
| All | +127.0% | -74.5% | +201.5% | +152.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling