-26.0%
FSLR vs MDB
-13.6%
-12.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +2.6% |
| 7D | +15.3% | -11.4% | +26.7% | +16.3% |
| 30D | +11.7% | -13.8% | +25.5% | +12.7% |
| 3M | -17.6% | -15.5% | -2.2% | -16.9% |
| 6M | -7.7% | +17.9% | -25.7% | -7.9% |
| YTD | -23.0% | -25.5% | +2.5% | -21.1% |
| 1Y | -26.0% | -12.1% | -14.0% | -24.7% |
| All | -26.0% | -13.6% | -12.5% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling