+68.3%
FSLR vs MLM
+30.6%
+37.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +2.7% |
| 7D | +10.7% | -1.2% | +11.9% | +11.1% |
| 30D | +8.9% | +7.9% | +0.9% | +5.2% |
| 3M | -17.3% | -4.5% | -12.9% | -16.0% |
| 6M | -10.8% | -12.6% | +1.9% | -6.4% |
| YTD | -25.1% | -14.9% | -10.2% | -20.7% |
| 1Y | -29.4% | -13.1% | -16.4% | -25.9% |
| 3Y | +28.8% | +21.2% | +7.6% | +10.1% |
| 5Y | +68.3% | +32.0% | +36.3% | +34.0% |
| All | +68.3% | +30.6% | +37.7% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling