+1,135.3%
MPC vs FCEL
-99.0%
+1,234.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.5% | -3.1% | +3.1% |
| 7D | +2.6% | +3.9% | -1.3% | +2.3% |
| 30D | -12.2% | -33.1% | +20.9% | -10.8% |
| 3M | +20.1% | -43.0% | +63.0% | +22.2% |
| 6M | +60.6% | -31.3% | +91.9% | +58.5% |
| YTD | +150.6% | +49.8% | +100.8% | +135.5% |
| 1Y | +104.7% | +48.2% | +56.5% | +91.7% |
| 3Y | +194.5% | -64.6% | +259.1% | +182.0% |
| 5Y | +582.3% | -96.7% | +679.0% | +616.3% |
| 10Y | +1,135.3% | -99.0% | +1,234.3% | +1,313.5% |
| All | +1,135.3% | -99.0% | +1,234.2% | +1,313.5% |
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