+3,106.3%
MPC vs FCEL
-99.8%
+3,206.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.0% | +4.9% | +0.2% |
| 7D | -8.8% | -8.3% | -0.5% | -8.5% |
| 30D | -14.4% | -43.0% | +28.6% | -11.9% |
| 3M | +21.9% | -48.2% | +70.1% | +25.4% |
| 6M | +60.1% | -25.0% | +85.1% | +56.6% |
| YTD | +142.3% | +40.6% | +101.7% | +124.9% |
| 1Y | +101.7% | +36.0% | +65.7% | +86.7% |
| 3Y | +184.8% | -66.7% | +251.5% | +170.6% |
| 5Y | +564.6% | -96.7% | +661.3% | +606.8% |
| 10Y | +1,098.3% | -99.0% | +1,197.4% | +1,178.5% |
| All | +3,106.3% | -99.8% | +3,206.2% | +3,115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling