+1,079.5%
MPC vs FCEL
-99.1%
+1,178.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.5% | -12.7% | -1.7% |
| 7D | -16.2% | -11.2% | -5.0% | -15.8% |
| 30D | -15.7% | -45.8% | +30.1% | -13.6% |
| 3M | +24.9% | -51.0% | +75.9% | +28.0% |
| 6M | +52.7% | -22.2% | +74.9% | +49.6% |
| YTD | +131.9% | +36.3% | +95.6% | +118.8% |
| 1Y | +96.6% | +29.0% | +67.6% | +85.4% |
| 3Y | +163.8% | -70.9% | +234.7% | +155.0% |
| 5Y | +533.1% | -96.3% | +629.4% | +559.5% |
| All | +1,079.5% | -99.1% | +1,178.5% | +1,237.5% |
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