+32.9%
FCEL vs MLM
-16.0%
+48.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.3% | -5.1% | -6.1% |
| 7D | +14.8% | -2.0% | +16.8% | +15.2% |
| 30D | -33.9% | +9.5% | -43.4% | -34.9% |
| 3M | -52.7% | -4.7% | -48.0% | -51.9% |
| 6M | -40.0% | -10.7% | -29.3% | -39.6% |
| YTD | +40.2% | -16.6% | +56.8% | +39.7% |
| 1Y | +32.9% | -15.4% | +48.3% | +29.6% |
| All | +32.9% | -16.0% | +48.9% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling