+190.7%
FCEL vs MULL
+2,620.5%
-2,429.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.4% | -12.1% | -8.1% |
| 7D | +15.1% | +14.8% | +0.3% | +10.4% |
| 30D | -16.4% | +36.6% | -53.0% | -24.6% |
| 3M | -5.3% | -8.9% | +3.6% | -10.7% |
| 6M | +124.5% | +311.9% | -187.4% | +36.7% |
| YTD | +126.7% | +579.8% | -453.2% | +17.6% |
| 1Y | +219.9% | +2,421.5% | -2,201.7% | +16.5% |
| All | +190.7% | +2,620.5% | -2,429.8% | -3.3% |
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