+281.4%
FCEL vs MULL
+3,061.6%
-2,780.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.8% | -9.9% | -1.6% |
| 7D | -15.8% | +17.3% | -33.1% | -20.3% |
| 30D | -29.3% | +23.5% | -52.8% | -34.8% |
| 3M | -30.1% | -24.0% | -6.2% | -32.2% |
| 6M | +74.4% | +276.7% | -202.3% | +0.9% |
| YTD | +104.5% | +565.1% | -460.6% | -7.0% |
| 1Y | +281.4% | +2,802.6% | -2,521.2% | -28.6% |
| All | +281.4% | +3,061.6% | -2,780.2% | -28.6% |
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