-67.5%
FCEL vs MLM
+18.8%
-86.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.5% | +6.2% | +7.5% |
| 7D | +3.0% | -3.8% | +6.9% | +5.1% |
| 30D | -40.0% | +11.0% | -51.0% | -42.8% |
| 3M | -47.0% | -3.1% | -44.0% | -46.4% |
| 6M | -21.0% | -9.8% | -11.2% | -18.8% |
| YTD | +48.0% | -14.4% | +62.4% | +57.3% |
| 1Y | +43.9% | -12.6% | +56.4% | +51.1% |
| 3Y | -67.5% | +19.7% | -87.2% | -78.8% |
| All | -67.5% | +18.8% | -86.3% | -78.8% |
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