-13.9%
MP vs FCEL
-96.5%
+82.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.5% | -5.8% | -0.9% |
| 7D | +2.3% | +3.9% | -1.6% | +1.0% |
| 30D | -15.3% | -33.1% | +17.8% | -6.7% |
| 3M | -33.5% | -43.0% | +9.5% | -25.5% |
| 6M | -45.5% | -31.3% | -14.2% | -47.2% |
| YTD | -27.3% | +49.8% | -77.1% | -46.4% |
| 1Y | -40.7% | +48.2% | -88.9% | -57.0% |
| 3Y | +145.9% | -64.6% | +210.4% | +128.2% |
| 5Y | -13.9% | -96.7% | +82.8% | +96.8% |
| All | -13.9% | -96.5% | +82.6% | +96.8% |
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