+96.9%
FSLR vs MCO
+28.6%
+68.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.3% |
| 7D | +2.2% | -3.8% | +6.0% | +3.7% |
| 30D | -7.8% | -0.4% | -7.4% | -7.8% |
| 3M | -22.9% | +7.7% | -30.6% | -25.7% |
| 6M | +4.4% | +7.0% | -2.6% | +0.3% |
| YTD | -20.0% | -6.4% | -13.6% | -19.4% |
| 1Y | +2.8% | -7.6% | +10.5% | +4.0% |
| 3Y | +16.5% | +43.2% | -26.7% | -10.4% |
| All | +96.9% | +28.6% | +68.2% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling