+1.7%
FSLR vs MTZ
+31.7%
-30.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.5% | +5.5% | +3.0% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -14.0% | -14.8% | +0.8% | -10.6% |
| 3M | -16.9% | -30.8% | +13.9% | -10.3% |
| 6M | +4.7% | -22.6% | +27.4% | +9.3% |
| YTD | -20.7% | +6.8% | -27.5% | -25.7% |
| 1Y | +1.7% | +22.1% | -20.5% | -10.0% |
| All | +1.7% | +31.7% | -30.0% | -10.0% |
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