+442.6%
FSLR vs MDY
+177.6%
+265.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -3.7% |
| 7D | +0.2% | -0.8% | +1.0% | +1.0% |
| 30D | -15.1% | -3.9% | -11.3% | -11.8% |
| 3M | -22.5% | 0.0% | -22.5% | -22.1% |
| 6M | +4.0% | +8.5% | -4.6% | -2.9% |
| YTD | -22.3% | +13.2% | -35.5% | -30.5% |
| 1Y | 0.0% | +15.0% | -15.0% | -11.7% |
| 3Y | +10.9% | +49.6% | -38.7% | -24.0% |
| 5Y | +105.4% | +46.0% | +59.4% | +43.6% |
| All | +442.6% | +177.6% | +265.0% | +122.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling