+322.2%
FSLR vs MDB
+848.0%
-525.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +2.3% |
| 7D | +15.3% | -11.4% | +26.7% | +17.4% |
| 30D | +11.7% | -13.8% | +25.5% | +13.9% |
| 3M | -17.6% | -15.5% | -2.2% | -16.4% |
| 6M | -7.7% | +17.9% | -25.7% | -12.3% |
| YTD | -23.0% | -25.5% | +2.5% | -22.2% |
| 1Y | -26.0% | -12.1% | -14.0% | -27.7% |
| 3Y | +36.9% | -5.9% | +42.7% | +23.9% |
| 5Y | +72.9% | -43.7% | +116.6% | +58.3% |
| All | +322.2% | +848.0% | -525.8% | +142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling