+631.5%
FSLR vs MTB
+230.2%
+401.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.6% | -5.2% |
| 7D | -2.6% | -0.7% | -2.0% | -2.4% |
| 30D | +1.8% | +1.4% | +0.3% | +1.1% |
| 3M | -24.4% | -11.6% | -12.8% | -20.5% |
| 6M | -17.7% | +5.4% | -23.1% | -19.7% |
| YTD | -30.7% | +11.7% | -42.5% | -34.3% |
| 1Y | -33.6% | +20.5% | -54.2% | -39.1% |
| 3Y | +35.1% | +104.5% | -69.4% | -3.4% |
| 5Y | +63.1% | +65.1% | -2.0% | +21.1% |
| 10Y | +466.4% | +119.5% | +346.9% | +231.2% |
| All | +631.5% | +230.2% | +401.3% | +246.5% |
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