+101.9%
MPC vs FCEL
+38.4%
+63.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.6% | -4.0% | +4.5% |
| 7D | -9.4% | +3.0% | -12.5% | -9.4% |
| 30D | -14.3% | -40.0% | +25.7% | -14.3% |
| 3M | +31.1% | -47.0% | +78.1% | +30.9% |
| 6M | +60.3% | -21.0% | +81.3% | +55.8% |
| YTD | +142.5% | +48.0% | +94.5% | +129.1% |
| All | +101.9% | +38.4% | +63.5% | +89.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling