+420.9%
FSLR vs MTB
+113.8%
+307.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -12.0% | 0.0% | -12.0% | -12.0% |
| 30D | -7.7% | +0.8% | -8.5% | -7.9% |
| 3M | -24.0% | -12.8% | -11.3% | -20.8% |
| 6M | -24.4% | +6.7% | -31.2% | -26.0% |
| YTD | -34.0% | +11.3% | -45.4% | -36.5% |
| 1Y | -35.6% | +20.2% | -55.8% | -39.5% |
| 3Y | +28.7% | +103.8% | -75.1% | +0.3% |
| 5Y | +55.3% | +60.9% | -5.5% | +25.9% |
| All | +420.9% | +113.8% | +307.0% | +306.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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