+16.4%
FSLR vs MDY
+51.1%
-34.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +5.0% |
| 7D | +6.8% | +1.0% | +5.8% | +5.6% |
| 30D | -14.7% | -3.1% | -11.6% | -11.8% |
| 3M | -22.6% | +1.8% | -24.4% | -23.7% |
| 6M | +12.7% | +10.8% | +1.9% | +2.7% |
| YTD | -18.4% | +14.4% | -32.8% | -28.3% |
| 1Y | +4.9% | +15.2% | -10.3% | -8.2% |
| 3Y | +16.4% | +51.2% | -34.8% | -34.7% |
| All | +16.4% | +51.1% | -34.7% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling