+596.4%
FSLR vs MDY
+486.0%
+110.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -1.9% |
| 7D | -12.0% | +3.0% | -15.0% | -15.3% |
| 30D | -7.7% | +0.8% | -8.5% | -8.9% |
| 3M | -24.0% | -5.1% | -18.9% | -19.4% |
| 6M | -24.4% | +1.2% | -25.6% | -25.0% |
| YTD | -34.0% | +12.5% | -46.5% | -42.4% |
| 1Y | -35.6% | +13.8% | -49.3% | -44.4% |
| 3Y | +28.7% | +56.4% | -27.8% | -25.1% |
| 5Y | +55.3% | +35.3% | +20.0% | +6.4% |
| 10Y | +437.4% | +167.7% | +269.7% | +48.7% |
| All | +596.4% | +486.0% | +110.5% | -12.4% |
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