-96.7%
FCEL vs MLM
+30.7%
-127.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.3% | +7.1% |
| 7D | +3.9% | -5.8% | +9.7% | +9.5% |
| 30D | -33.1% | +9.8% | -42.9% | -38.5% |
| 3M | -43.0% | -5.2% | -37.8% | -41.1% |
| 6M | -31.3% | -10.3% | -21.0% | -28.0% |
| YTD | +49.8% | -15.5% | +65.3% | +64.2% |
| 1Y | +48.2% | -15.0% | +63.2% | +62.2% |
| 3Y | -64.6% | +17.5% | -82.0% | -74.2% |
| 5Y | -96.7% | +30.5% | -127.3% | -98.0% |
| All | -96.7% | +30.7% | -127.4% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling