+258.1%
MTZ vs FCEL
-74.5%
+332.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +11.5% | -2.0% | +8.0% |
| 7D | -6.4% | -11.2% | +4.8% | -5.0% |
| 30D | -22.1% | -45.8% | +23.7% | -16.0% |
| 3M | -32.7% | -51.0% | +18.3% | -27.3% |
| 6M | -59.8% | -22.2% | -37.6% | -59.7% |
| YTD | -19.9% | +36.3% | -56.2% | -26.3% |
| 1Y | -11.5% | +29.0% | -40.5% | -18.6% |
| 3Y | +258.1% | -70.9% | +329.0% | +293.5% |
| All | +258.1% | -74.5% | +332.5% | +293.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling