+726.4%
FSLR vs MTB
+259.0%
+467.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | 0.0% | +1.7% | -1.7% | -0.7% |
| 30D | -13.7% | -4.2% | -9.5% | -12.2% |
| 3M | -35.1% | +8.9% | -44.0% | -37.4% |
| 6M | +3.6% | +10.9% | -7.2% | -1.0% |
| YTD | -21.7% | +21.5% | -43.2% | -28.3% |
| 1Y | +1.3% | +21.9% | -20.6% | -7.6% |
| 3Y | +9.7% | +109.2% | -99.5% | -22.3% |
| 5Y | +117.4% | +102.0% | +15.4% | +47.0% |
| 10Y | +435.5% | +171.9% | +263.6% | +183.3% |
| All | +726.4% | +259.0% | +467.4% | +278.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling