+492.6%
MTZ vs FCEL
-98.9%
+591.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.6% | 0.0% | +7.8% |
| 7D | -2.4% | +3.0% | -5.5% | -2.6% |
| 30D | -11.1% | -40.0% | +28.9% | -7.3% |
| 3M | -30.6% | -47.0% | +16.4% | -27.3% |
| 6M | -54.4% | -21.0% | -33.3% | -54.7% |
| YTD | -13.0% | +48.0% | -61.0% | -19.1% |
| 1Y | -5.7% | +43.9% | -49.6% | -12.5% |
| 3Y | +297.2% | -67.5% | +364.7% | +286.9% |
| 5Y | +95.9% | -96.7% | +192.6% | +114.3% |
| 10Y | +492.6% | -99.0% | +591.6% | +627.2% |
| All | +492.6% | -98.9% | +591.6% | +627.2% |
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