+58.1%
MP vs FCEL
-91.9%
+150.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.9% |
| 7D | -2.9% | -15.8% | +13.0% | +1.0% |
| 30D | +13.8% | -29.3% | +43.1% | +23.1% |
| 3M | -16.7% | -30.1% | +13.4% | -15.3% |
| 6M | -11.5% | +74.4% | -85.9% | -35.0% |
| YTD | +7.9% | +104.5% | -96.6% | -24.9% |
| 1Y | -15.0% | +281.4% | -296.4% | -53.6% |
| 3Y | +153.5% | -66.1% | +219.6% | +146.8% |
| All | +58.1% | -91.9% | +150.0% | +139.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling