-6.0%
MTZ vs FCEL
+38.4%
-44.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.6% | 0.0% | +7.2% |
| 7D | -2.4% | +3.0% | -5.5% | -2.9% |
| 30D | -11.1% | -40.0% | +28.9% | -4.4% |
| 3M | -30.6% | -47.0% | +16.4% | -24.9% |
| 6M | -54.4% | -21.0% | -33.3% | -52.9% |
| YTD | -13.0% | +48.0% | -61.0% | -18.8% |
| All | -6.0% | +38.4% | -44.3% | -12.9% |
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