+42.4%
FCEL vs MULL
+444.9%
-402.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -13.8% | +7.8% | -1.9% |
| 7D | -14.9% | -35.9% | +21.0% | -3.3% |
| 30D | -41.7% | -47.3% | +5.7% | -30.4% |
| 3M | -53.2% | -30.6% | -22.6% | -49.6% |
| 6M | -19.0% | +13.7% | -32.7% | -30.4% |
| YTD | +44.2% | +272.1% | -227.9% | -12.8% |
| 1Y | +42.4% | +475.1% | -432.6% | -25.6% |
| All | +42.4% | +444.9% | -402.4% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling