+442.6%
FSLR vs MTZ
+774.6%
-332.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.2% | -2.5% | -4.0% |
| 7D | +0.2% | +2.3% | -2.0% | -0.5% |
| 30D | -15.1% | -10.3% | -4.9% | -12.4% |
| 3M | -22.5% | -31.8% | +9.3% | -14.1% |
| 6M | +4.0% | -19.2% | +23.1% | +8.8% |
| YTD | -22.3% | +10.7% | -33.0% | -27.3% |
| 1Y | 0.0% | +37.5% | -37.5% | -13.4% |
| 3Y | +10.9% | +162.4% | -151.5% | -25.7% |
| 5Y | +105.4% | +166.3% | -60.9% | +32.5% |
| All | +442.6% | +774.6% | -332.0% | +173.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling