+1,116.6%
MPC vs FCEL
-99.2%
+1,215.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | +5.4% | -15.8% | +21.3% | +6.2% |
| 30D | +31.0% | -29.3% | +60.3% | +32.7% |
| 3M | +46.0% | -30.1% | +76.2% | +46.0% |
| 6M | +77.3% | +74.4% | +2.9% | +67.1% |
| YTD | +141.9% | +104.5% | +37.4% | +125.4% |
| 1Y | +120.9% | +281.4% | -160.5% | +97.1% |
| 3Y | +182.7% | -66.1% | +248.8% | +172.5% |
| 5Y | +646.4% | -91.9% | +738.3% | +649.7% |
| All | +1,116.6% | -99.2% | +1,215.8% | +1,275.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling