+157.9%
MTZ vs FCEL
-91.9%
+249.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.8% |
| 7D | -1.6% | -15.8% | +14.2% | +0.7% |
| 30D | -11.1% | -29.3% | +18.2% | -6.9% |
| 3M | -36.7% | -30.1% | -6.6% | -35.2% |
| 6M | -21.9% | +74.4% | -96.4% | -32.0% |
| YTD | +9.1% | +104.5% | -95.4% | -8.1% |
| 1Y | +30.0% | +281.4% | -251.4% | -3.2% |
| 3Y | +138.5% | -66.1% | +204.6% | +136.2% |
| All | +157.9% | -91.9% | +249.8% | +204.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling