-26.0%
FSLR vs MCK
+31.3%
-57.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.0% | -2.4% | +5.2% |
| 7D | +10.3% | +11.3% | -1.0% | +11.5% |
| 30D | +10.4% | +16.8% | -6.4% | +12.1% |
| 3M | -20.2% | +28.9% | -49.1% | -17.6% |
| 6M | -8.0% | +32.7% | -40.7% | -4.0% |
| YTD | -25.5% | +30.8% | -56.3% | -21.4% |
| 1Y | -26.0% | +27.6% | -53.5% | -21.5% |
| All | -26.0% | +31.3% | -57.2% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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