+404.4%
MTZ vs FCEL
-99.1%
+503.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.2% | -1.6% |
| 7D | +16.5% | +14.8% | +1.7% | +15.1% |
| 30D | -10.2% | -33.9% | +23.7% | -7.1% |
| 3M | -34.2% | -52.7% | +18.5% | -30.3% |
| 6M | -56.0% | -40.0% | -15.9% | -55.2% |
| YTD | -14.8% | +40.2% | -55.1% | -20.4% |
| 1Y | -7.2% | +32.9% | -40.2% | -13.3% |
| 3Y | +275.8% | -66.8% | +342.6% | +266.0% |
| 5Y | +93.5% | -97.0% | +190.5% | +113.2% |
| All | +404.4% | -99.1% | +503.4% | +508.0% |
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