+726.4%
FSLR vs MLM
+571.8%
+154.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -2.1% |
| 7D | 0.0% | -2.9% | +2.9% | +1.6% |
| 30D | -13.7% | -6.8% | -6.8% | -10.3% |
| 3M | -35.1% | -11.2% | -23.9% | -31.1% |
| 6M | +3.6% | -21.8% | +25.5% | +17.9% |
| YTD | -21.7% | -17.0% | -4.8% | -14.2% |
| 1Y | +1.3% | -16.4% | +17.6% | +10.1% |
| 3Y | +9.7% | +14.5% | -4.8% | -4.2% |
| 5Y | +117.4% | +41.7% | +75.6% | +63.0% |
| 10Y | +435.5% | +200.0% | +235.4% | +118.9% |
| All | +726.4% | +571.8% | +154.6% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling