-4.3%
MTZ vs FCEL
+47.0%
-51.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.5% | -1.9% | +3.5% |
| 7D | +12.9% | +3.9% | +9.0% | +12.1% |
| 30D | -8.5% | -33.1% | +24.6% | -3.2% |
| 3M | -30.6% | -43.0% | +12.4% | -25.7% |
| 6M | -55.1% | -31.3% | -23.8% | -53.2% |
| YTD | -13.0% | +49.8% | -62.8% | -18.8% |
| 1Y | -4.3% | +48.2% | -52.4% | -11.5% |
| All | -4.3% | +47.0% | -51.2% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling