+96.9%
FSLR vs MCK
+345.1%
-248.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +2.2% | -2.9% | +5.2% | +2.1% |
| 30D | -7.8% | +0.4% | -8.2% | -7.8% |
| 3M | -22.9% | +12.1% | -35.0% | -22.6% |
| 6M | +4.4% | -5.4% | +9.8% | +5.3% |
| YTD | -20.0% | +7.8% | -27.8% | -19.3% |
| 1Y | +2.8% | +22.9% | -20.1% | +3.6% |
| 3Y | +16.5% | +110.7% | -94.2% | +11.2% |
| All | +96.9% | +345.1% | -248.2% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling