+123.5%
FSLR vs MTB
+102.5%
+21.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.4% |
| 7D | +6.8% | +2.8% | +4.0% | +6.2% |
| 30D | -14.7% | -4.2% | -10.5% | -13.9% |
| 3M | -22.6% | +7.8% | -30.4% | -23.9% |
| 6M | +12.7% | +14.8% | -2.1% | +9.0% |
| YTD | -18.4% | +20.8% | -39.1% | -22.1% |
| 1Y | +4.9% | +23.1% | -18.2% | -0.5% |
| 3Y | +16.4% | +114.8% | -98.4% | -4.6% |
| 5Y | +123.5% | +103.3% | +20.2% | +78.0% |
| All | +123.5% | +102.5% | +21.0% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling