+720.9%
FSLR vs MCK
+1,963.7%
-1,242.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.0% | -4.9% |
| 7D | +0.2% | -3.6% | +3.8% | +1.7% |
| 30D | -15.1% | +1.4% | -16.6% | -15.7% |
| 3M | -22.5% | +13.8% | -36.4% | -27.4% |
| 6M | +4.0% | -5.2% | +9.1% | +4.5% |
| YTD | -22.3% | +9.0% | -31.3% | -27.0% |
| 1Y | 0.0% | +26.9% | -26.9% | -12.6% |
| 3Y | +10.9% | +114.7% | -103.9% | -27.6% |
| 5Y | +105.4% | +347.1% | -241.7% | -9.2% |
| 10Y | +447.0% | +446.4% | +0.6% | +92.4% |
| All | +720.9% | +1,963.7% | -1,242.8% | -5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling