+726.4%
FSLR vs MDY
+500.2%
+226.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.6% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -13.7% | -1.5% | -12.2% | -12.1% |
| 3M | -35.1% | +0.8% | -35.8% | -35.2% |
| 6M | +3.6% | +7.4% | -3.8% | -3.8% |
| YTD | -21.7% | +15.2% | -36.9% | -33.4% |
| 1Y | +1.3% | +16.5% | -15.3% | -14.8% |
| 3Y | +9.7% | +46.8% | -37.1% | -30.7% |
| 5Y | +117.4% | +46.0% | +71.3% | +36.0% |
| 10Y | +435.5% | +172.1% | +263.4% | +45.7% |
| All | +726.4% | +500.2% | +226.2% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling