+255.6%
MXL vs FCEL
-99.9%
+355.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +18.8% | -12.8% | +3.6% |
| 7D | +15.5% | +4.0% | +11.5% | +14.5% |
| 30D | -11.3% | -13.1% | +1.8% | -9.9% |
| 3M | -16.1% | +14.6% | -30.7% | -17.4% |
| 6M | +323.0% | +133.7% | +189.3% | +277.8% |
| YTD | +281.5% | +143.0% | +138.6% | +237.2% |
| 1Y | +319.3% | +320.9% | -1.6% | +243.1% |
| 3Y | +189.4% | -58.9% | +248.3% | +179.0% |
| 5Y | +26.0% | -89.7% | +115.6% | +35.5% |
| 10Y | +243.5% | -99.1% | +342.6% | +310.6% |
| All | +255.6% | -99.9% | +355.5% | +379.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling