-99.0%
FCEL vs MLM
+167.5%
-266.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.5% | +6.2% | +7.0% |
| 7D | +3.0% | -3.8% | +6.9% | +6.0% |
| 30D | -40.0% | +11.0% | -51.0% | -44.4% |
| 3M | -47.0% | -3.1% | -44.0% | -46.4% |
| 6M | -21.0% | -9.8% | -11.2% | -18.0% |
| YTD | +48.0% | -14.4% | +62.4% | +58.9% |
| 1Y | +43.9% | -12.6% | +56.4% | +52.5% |
| 3Y | -67.5% | +19.7% | -87.2% | -73.1% |
| 5Y | -96.7% | +29.8% | -126.4% | -97.4% |
| 10Y | -99.0% | +153.5% | -252.5% | -99.5% |
| All | -99.0% | +167.5% | -266.5% | -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