-70.9%
FCEL vs MLM
+18.7%
-89.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.8% | +13.4% | +12.3% |
| 7D | -11.2% | -4.1% | -7.1% | -9.5% |
| 30D | -45.8% | +8.2% | -54.0% | -47.8% |
| 3M | -51.0% | -3.6% | -47.4% | -50.4% |
| 6M | -22.2% | -15.6% | -6.7% | -16.9% |
| YTD | +36.3% | -16.4% | +52.7% | +46.2% |
| 1Y | +29.0% | -14.3% | +43.4% | +36.5% |
| 3Y | -70.9% | +19.3% | -90.2% | -80.9% |
| All | -70.9% | +18.7% | -89.6% | -80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling