+113.2%
FSLR vs MNDY
-55.0%
+168.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.7% |
| 7D | -14.8% | -11.3% | -3.5% | -13.4% |
| 30D | -4.3% | -10.8% | +6.5% | -3.1% |
| 3M | -23.4% | -17.3% | -6.1% | -22.0% |
| 6M | -26.9% | +15.2% | -42.2% | -29.7% |
| YTD | -34.4% | -47.1% | +12.7% | -30.0% |
| 1Y | -33.2% | -51.4% | +18.2% | -27.9% |
| 3Y | +28.1% | -49.6% | +77.7% | +29.8% |
| 5Y | +54.5% | -78.6% | +133.1% | +50.8% |
| All | +113.2% | -55.0% | +168.1% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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