+43.1%
FCEL vs MLM
-12.5%
+55.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.5% | +6.2% | +8.2% |
| 7D | +3.0% | -3.8% | +6.9% | +4.0% |
| 30D | -40.0% | +11.0% | -51.0% | -41.0% |
| 3M | -47.0% | -3.1% | -44.0% | -46.4% |
| 6M | -21.0% | -9.8% | -11.2% | -20.0% |
| YTD | +48.0% | -14.4% | +62.4% | +47.8% |
| All | +43.1% | -12.5% | +55.6% | +41.2% |
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