+206.1%
MXL vs FCEL
-63.4%
+269.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.9% | +2.9% | -1.7% |
| 7D | +16.6% | +6.3% | +10.4% | +14.7% |
| 30D | +0.5% | -18.8% | +19.3% | +4.4% |
| 3M | -3.6% | -3.8% | +0.2% | -1.2% |
| 6M | +328.0% | +121.1% | +206.9% | +273.1% |
| YTD | +297.8% | +113.3% | +184.6% | +245.6% |
| 1Y | +339.4% | +173.5% | +165.9% | +265.5% |
| All | +206.1% | -63.4% | +269.5% | +220.2% |
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