+55.3%
FSLR vs MTZ
+92.0%
-36.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.6% |
| 7D | -12.0% | +16.5% | -28.4% | -16.7% |
| 30D | -7.7% | -10.2% | +2.5% | -5.5% |
| 3M | -24.0% | -34.2% | +10.1% | -13.9% |
| 6M | -24.4% | -56.0% | +31.5% | -3.0% |
| YTD | -34.0% | -14.8% | -19.2% | -34.6% |
| 1Y | -35.6% | -7.2% | -28.4% | -38.1% |
| 3Y | +28.7% | +275.8% | -247.1% | -30.4% |
| 5Y | +55.3% | +93.5% | -38.2% | +0.8% |
| All | +55.3% | +92.0% | -36.7% | +0.8% |
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 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