+173.5%
FCEL vs MULL
+2,366.2%
-2,192.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.3% | +3.4% | -3.4% |
| 7D | +6.3% | +3.6% | +2.7% | +4.8% |
| 30D | -18.8% | +22.0% | -40.8% | -24.5% |
| 3M | -3.8% | -8.6% | +4.8% | -9.2% |
| 6M | +121.1% | +248.5% | -127.4% | +40.7% |
| YTD | +113.3% | +516.3% | -403.0% | +13.6% |
| 1Y | +173.5% | +2,036.6% | -1,863.1% | +3.6% |
| All | +173.5% | +2,366.2% | -2,192.6% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling