+123.5%
FSLR vs MKC
-33.2%
+156.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.3% |
| 7D | +6.8% | -4.3% | +11.2% | +6.8% |
| 30D | -14.7% | -2.0% | -12.7% | -14.7% |
| 3M | -22.6% | +10.0% | -32.6% | -22.6% |
| 6M | +12.7% | -18.5% | +31.2% | +14.6% |
| YTD | -18.4% | -22.4% | +4.1% | -16.7% |
| 1Y | +4.9% | -23.6% | +28.6% | +7.2% |
| 3Y | +16.4% | -30.4% | +46.8% | +18.1% |
| 5Y | +123.5% | -34.2% | +157.7% | +132.7% |
| All | +123.5% | -33.2% | +156.7% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 5y: compounded portfolio wealth divided by compounded MKC 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…
5y analysis · Full analysis span regression · 6 months rolling