+458.5%
FSLR vs MCK
+442.8%
+15.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +2.2% | -2.9% | +5.2% | +2.7% |
| 30D | -7.8% | +0.4% | -8.2% | -7.9% |
| 3M | -22.9% | +12.1% | -35.0% | -24.7% |
| 6M | +4.4% | -5.4% | +9.8% | +5.1% |
| YTD | -20.0% | +7.8% | -27.8% | -21.7% |
| 1Y | +2.8% | +22.9% | -20.1% | -2.2% |
| 3Y | +16.5% | +110.7% | -94.2% | -4.1% |
| 5Y | +110.3% | +346.2% | -235.9% | +40.1% |
| All | +458.5% | +442.8% | +15.6% | +261.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling