+69.8%
FCEL vs MULL
+1,230.7%
-1,160.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.2% | -0.4% | -4.1% |
| 7D | -2.8% | +24.5% | -27.3% | -9.0% |
| 30D | -31.6% | -35.5% | +3.9% | -24.1% |
| 3M | -52.4% | -44.8% | -7.6% | -46.2% |
| 6M | -51.4% | -45.5% | -6.0% | -50.2% |
| YTD | +32.4% | +232.5% | -200.1% | -18.5% |
| 1Y | +37.5% | +343.3% | -305.8% | -23.5% |
| All | +69.8% | +1,230.7% | -1,160.9% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling