+739.9%
MTZ vs FCEL
-99.0%
+838.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +18.8% | -15.0% | +2.2% |
| 7D | +3.6% | +4.0% | -0.4% | +3.0% |
| 30D | -9.6% | -13.1% | +3.4% | -8.9% |
| 3M | -31.9% | +14.6% | -46.5% | -33.6% |
| 6M | -13.8% | +133.7% | -147.5% | -22.2% |
| YTD | +13.3% | +143.0% | -129.7% | +1.4% |
| 1Y | +39.3% | +320.9% | -281.6% | +17.7% |
| 3Y | +168.3% | -58.9% | +227.2% | +156.1% |
| 5Y | +166.4% | -89.7% | +256.1% | +169.9% |
| 10Y | +739.9% | -99.1% | +839.0% | +958.2% |
| All | +739.9% | -99.0% | +838.9% | +958.2% |
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