+163.8%
MPC vs FCEL
-74.5%
+238.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.5% | -12.7% | -1.5% |
| 7D | -16.2% | -11.2% | -5.0% | -16.0% |
| 30D | -15.7% | -45.8% | +30.1% | -14.7% |
| 3M | +24.9% | -51.0% | +75.9% | +26.3% |
| 6M | +52.7% | -22.2% | +74.9% | +49.5% |
| YTD | +131.9% | +36.3% | +95.6% | +121.0% |
| 1Y | +96.6% | +29.0% | +67.6% | +87.2% |
| 3Y | +163.8% | -70.9% | +234.7% | +149.6% |
| All | +163.8% | -74.5% | +238.2% | +149.6% |
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 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