+726.4%
FSLR vs MTCH
+444.2%
+282.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | -13.7% | +9.7% | -23.4% | -16.3% |
| 3M | -35.1% | +21.1% | -56.2% | -39.2% |
| 6M | +3.6% | +37.5% | -33.9% | -7.2% |
| YTD | -21.7% | +31.9% | -53.7% | -29.4% |
| 1Y | +1.3% | +14.6% | -13.3% | -4.8% |
| 3Y | +9.7% | -6.2% | +15.9% | +5.9% |
| 5Y | +117.4% | -70.6% | +187.9% | +189.6% |
| 10Y | +435.5% | +185.6% | +249.9% | +126.5% |
| All | +726.4% | +444.2% | +282.2% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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