+15.5%
FSLR vs MCO
+40.3%
-24.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.3% |
| 7D | -0.1% | -7.3% | +7.2% | +1.4% |
| 30D | -14.0% | -1.7% | -12.3% | -13.8% |
| 3M | -16.9% | +3.9% | -20.8% | -18.0% |
| 6M | +4.7% | +3.8% | +0.9% | +3.1% |
| YTD | -20.7% | -7.9% | -12.8% | -19.5% |
| 1Y | +1.7% | -6.8% | +8.5% | +2.4% |
| All | +15.5% | +40.3% | -24.8% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 3y: compounded portfolio wealth divided by compounded MCO 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…
3y analysis · Full analysis span regression · 6 months rolling