-96.9%
FCEL vs MLM
+23.5%
-120.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.8% | +13.4% | +13.0% |
| 7D | -11.2% | -4.1% | -7.1% | -8.2% |
| 30D | -45.8% | +8.2% | -54.0% | -49.6% |
| 3M | -51.0% | -3.6% | -47.4% | -50.2% |
| 6M | -22.2% | -15.6% | -6.7% | -14.1% |
| YTD | +36.3% | -16.4% | +52.7% | +50.6% |
| 1Y | +29.0% | -14.3% | +43.4% | +39.6% |
| 3Y | -70.9% | +19.3% | -90.2% | -79.4% |
| All | -96.9% | +23.5% | -120.5% | -98.1% |
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