+495.8%
FSLR vs MLM
+185.4%
+310.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.6% | +3.5% |
| 7D | +15.3% | -4.1% | +19.5% | +17.1% |
| 30D | +11.7% | +8.2% | +3.5% | +8.0% |
| 3M | -17.6% | -3.6% | -14.0% | -16.6% |
| 6M | -7.7% | -15.6% | +7.8% | -2.1% |
| YTD | -23.0% | -16.4% | -6.6% | -18.1% |
| 1Y | -26.0% | -14.3% | -11.7% | -22.0% |
| 3Y | +36.9% | +19.3% | +17.5% | +22.8% |
| 5Y | +72.9% | +29.6% | +43.3% | +47.4% |
| All | +495.8% | +185.4% | +310.4% | +278.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling