-99.9%
FCEL vs MLM
+3,039.4%
-3,139.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -5.2% | -10.1% | -12.4% |
| 7D | -26.7% | -1.2% | -25.5% | -26.1% |
| 30D | -56.8% | +7.9% | -64.7% | -58.7% |
| 3M | -57.8% | -4.5% | -53.3% | -57.0% |
| 6M | -34.1% | -12.6% | -21.4% | -30.7% |
| YTD | +22.2% | -14.9% | +37.0% | +30.2% |
| 1Y | +5.2% | -13.1% | +18.3% | +11.1% |
| 3Y | -76.2% | +21.2% | -97.4% | -79.4% |
| 5Y | -96.7% | +32.0% | -128.7% | -97.2% |
| 10Y | -99.2% | +195.3% | -294.5% | -99.6% |
| All | -99.9% | +3,039.4% | -3,139.3% | -100.0% |
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 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