+105.4%
FSLR vs MTZ
+162.0%
-56.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.2% |
| 3M | -22.5% | -31.8% | +9.3% | -13.3% |
| 6M | +4.0% | -19.2% | +23.1% | +8.9% |
| YTD | -22.3% | +10.7% | -33.0% | -28.3% |
| 1Y | 0.0% | +37.5% | -37.5% | -15.6% |
| 3Y | +10.9% | +162.4% | -151.5% | -31.0% |
| 5Y | +105.4% | +166.3% | -60.9% | +21.5% |
| All | +105.4% | +162.0% | -56.7% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling