-99.8%
FCEL vs MLM
+2,961.7%
-3,061.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.3% |
| 7D | -15.8% | -2.9% | -12.9% | -14.7% |
| 30D | -29.3% | -6.8% | -22.5% | -26.7% |
| 3M | -30.1% | -11.2% | -18.9% | -26.6% |
| 6M | +74.4% | -21.8% | +96.3% | +96.0% |
| YTD | +104.5% | -17.0% | +121.5% | +121.9% |
| 1Y | +281.4% | -16.4% | +297.7% | +313.5% |
| 3Y | -66.1% | +14.5% | -80.6% | -69.6% |
| 5Y | -91.9% | +41.7% | -133.6% | -93.3% |
| 10Y | -99.2% | +200.0% | -299.3% | -99.6% |
| All | -99.8% | +2,961.7% | -3,061.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling