+453.5%
FSLR vs MDY
+175.0%
+278.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.9% |
| 7D | -0.1% | -2.5% | +2.4% | +2.3% |
| 30D | -14.0% | -5.0% | -9.0% | -9.6% |
| 3M | -16.9% | +0.5% | -17.3% | -16.9% |
| 6M | +4.7% | +8.0% | -3.3% | -1.7% |
| YTD | -20.7% | +12.2% | -32.8% | -28.4% |
| 1Y | +1.7% | +14.0% | -12.3% | -9.5% |
| 3Y | +13.1% | +48.2% | -35.1% | -21.8% |
| 5Y | +108.4% | +46.1% | +62.3% | +45.7% |
| All | +453.5% | +175.0% | +278.5% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MDY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling