+180.6%
MPC vs FCEL
-65.9%
+246.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | +5.4% | -15.8% | +21.3% | +5.8% |
| 30D | +31.0% | -29.3% | +60.3% | +31.8% |
| 3M | +46.0% | -30.1% | +76.2% | +45.9% |
| 6M | +77.3% | +74.4% | +2.9% | +69.9% |
| YTD | +141.9% | +104.5% | +37.4% | +130.1% |
| 1Y | +120.9% | +281.4% | -160.5% | +104.2% |
| All | +180.6% | -65.9% | +246.5% | +161.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling