+447.0%
FSLR vs MTB
+172.8%
+274.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.6% | -4.7% |
| 7D | +0.2% | +1.1% | -0.8% | -0.1% |
| 30D | -15.1% | -4.6% | -10.5% | -13.9% |
| 3M | -22.5% | +6.3% | -28.8% | -24.1% |
| 6M | +4.0% | +15.6% | -11.6% | -0.8% |
| YTD | -22.3% | +20.6% | -42.8% | -27.0% |
| 1Y | 0.0% | +22.5% | -22.5% | -6.7% |
| 3Y | +10.9% | +114.4% | -103.6% | -15.0% |
| 5Y | +105.4% | +101.9% | +3.5% | +53.3% |
| 10Y | +447.0% | +170.4% | +276.6% | +233.4% |
| All | +447.0% | +172.8% | +274.2% | +233.4% |
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