+619.9%
FSLR vs MTB
+229.6%
+390.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -8.4% | -2.0% | -6.5% | -7.7% |
| 30D | -0.9% | +0.1% | -1.0% | -1.0% |
| 3M | -26.1% | -12.1% | -14.0% | -22.1% |
| 6M | -23.6% | +7.3% | -30.9% | -26.0% |
| YTD | -31.8% | +11.5% | -43.4% | -35.3% |
| 1Y | -32.6% | +21.3% | -53.9% | -38.3% |
| 3Y | +33.0% | +104.1% | -71.1% | -4.9% |
| 5Y | +56.8% | +61.8% | -5.0% | +17.4% |
| 10Y | +455.6% | +115.4% | +340.2% | +227.8% |
| All | +619.9% | +229.6% | +390.4% | +241.3% |
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