+466.4%
FSLR vs MLM
+149.0%
+317.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.3% |
| 7D | -2.6% | -2.9% | +0.2% | -1.7% |
| 30D | +1.8% | +10.4% | -8.6% | -2.5% |
| 3M | -24.4% | -3.7% | -20.7% | -23.4% |
| 6M | -17.7% | -10.3% | -7.5% | -14.6% |
| YTD | -30.7% | -14.8% | -15.9% | -26.8% |
| 1Y | -33.6% | -13.9% | -19.7% | -30.1% |
| 3Y | +35.1% | +18.4% | +16.8% | +21.1% |
| 5Y | +63.1% | +31.8% | +31.3% | +37.1% |
| 10Y | +466.4% | +143.4% | +323.0% | +239.8% |
| All | +466.4% | +149.0% | +317.5% | +239.8% |
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