+265.1%
MU vs FCEL
+32.6%
+232.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -6.0% | -1.0% | -5.7% |
| 7D | -19.1% | -14.9% | -4.3% | -16.2% |
| 30D | -25.2% | -41.7% | +16.4% | -16.7% |
| 3M | -10.9% | -53.2% | +42.3% | +2.3% |
| 6M | +38.0% | -19.0% | +57.0% | +35.9% |
| YTD | +178.8% | +44.2% | +134.6% | +135.7% |
| 1Y | +265.1% | +42.4% | +222.7% | +200.5% |
| All | +265.1% | +32.6% | +232.6% | +200.5% |
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