+726.4%
FSLR vs MKC
+312.7%
+413.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.1% |
| 7D | 0.0% | -5.9% | +5.9% | +2.3% |
| 30D | -13.7% | -0.9% | -12.8% | -13.5% |
| 3M | -35.1% | +12.7% | -47.8% | -38.9% |
| 6M | +3.6% | -19.3% | +22.9% | +11.2% |
| YTD | -21.7% | -22.2% | +0.4% | -15.2% |
| 1Y | +1.3% | -23.3% | +24.6% | +9.9% |
| 3Y | +9.7% | -30.0% | +39.7% | +20.1% |
| 5Y | +117.4% | -33.8% | +151.1% | +134.3% |
| 10Y | +435.5% | +24.4% | +411.1% | +241.3% |
| All | +726.4% | +312.7% | +413.7% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling