+254.1%
MP vs FCEL
-85.3%
+339.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +11.5% | -6.5% | +2.1% |
| 7D | -10.5% | -11.3% | +0.8% | -8.1% |
| 30D | -23.5% | -45.8% | +22.3% | -11.6% |
| 3M | -25.4% | -51.0% | +25.6% | -13.6% |
| 6M | -51.3% | -22.3% | -29.0% | -54.3% |
| YTD | -29.9% | +36.2% | -66.1% | -45.7% |
| 1Y | -31.8% | +29.0% | -60.8% | -47.4% |
| 3Y | +127.0% | -70.9% | +197.9% | +116.4% |
| 5Y | -3.3% | -96.3% | +93.0% | +47.5% |
| All | +254.1% | -85.3% | +339.4% | +354.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling