+59.3%
FSLR vs MKC
-36.0%
+95.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.4% | -3.1% | -5.5% |
| 7D | -2.6% | -2.4% | -0.2% | -2.6% |
| 30D | +1.8% | +5.4% | -3.6% | +1.7% |
| 3M | -24.4% | -11.1% | -13.3% | -24.3% |
| 6M | -17.7% | -1.4% | -16.3% | -17.8% |
| YTD | -30.7% | -29.4% | -1.3% | -29.1% |
| 1Y | -33.6% | -24.7% | -8.9% | -32.4% |
| 3Y | +35.1% | -21.8% | +57.0% | +34.0% |
| All | +59.3% | -36.0% | +95.3% | +64.5% |
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