-26.0%
FSLR vs MTZ
-14.7%
-11.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -15.4% | +20.0% | +8.3% |
| 7D | +10.3% | -7.4% | +17.7% | +11.3% |
| 30D | +10.4% | -23.6% | +34.0% | +17.4% |
| 3M | -20.2% | -38.3% | +18.2% | -10.5% |
| 6M | -8.0% | -60.6% | +52.6% | +19.2% |
| YTD | -25.5% | -22.9% | -2.6% | -32.1% |
| 1Y | -26.0% | -14.3% | -11.7% | -37.8% |
| All | -26.0% | -14.7% | -11.3% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling