+297.0%
MXL vs FCEL
+32.6%
+264.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -6.0% | -5.2% | -8.8% |
| 7D | -24.3% | -14.9% | -9.5% | -19.3% |
| 30D | -46.1% | -41.7% | -4.4% | -33.8% |
| 3M | -21.8% | -53.2% | +31.3% | +2.6% |
| 6M | -27.2% | -19.0% | -8.2% | -18.8% |
| YTD | +226.2% | +44.2% | +182.0% | +194.5% |
| 1Y | +297.0% | +42.4% | +254.6% | +248.1% |
| All | +297.0% | +32.6% | +264.4% | +248.1% |
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