-15.1%
MP vs FCEL
-96.5%
+81.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +11.5% | -6.6% | +2.0% |
| 7D | -10.5% | -11.2% | +0.7% | -8.0% |
| 30D | -23.5% | -45.8% | +22.2% | -11.1% |
| 3M | -25.4% | -51.0% | +25.5% | -13.1% |
| 6M | -51.3% | -22.2% | -29.0% | -54.7% |
| YTD | -29.9% | +36.3% | -66.2% | -47.2% |
| 1Y | -31.8% | +29.0% | -60.9% | -48.9% |
| 3Y | +127.0% | -70.9% | +197.9% | +124.1% |
| All | -15.1% | -96.5% | +81.5% | +121.7% |
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