-99.0%
FCEL vs MLM
+149.0%
-248.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.6% |
| 7D | -8.3% | -2.9% | -5.4% | -6.2% |
| 30D | -43.0% | +10.4% | -53.4% | -47.0% |
| 3M | -48.2% | -3.7% | -44.4% | -47.3% |
| 6M | -25.0% | -10.3% | -14.7% | -21.8% |
| YTD | +40.6% | -14.8% | +55.4% | +51.5% |
| 1Y | +36.0% | -13.9% | +49.9% | +45.8% |
| 3Y | -66.7% | +18.4% | -85.1% | -72.3% |
| 5Y | -96.7% | +31.8% | -128.5% | -97.4% |
| 10Y | -99.0% | +143.4% | -242.5% | -99.5% |
| All | -99.0% | +149.0% | -248.0% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling