+726.4%
FSLR vs MTZ
+2,008.4%
-1,282.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -2.2% |
| 7D | 0.0% | -1.6% | +1.6% | +0.6% |
| 30D | -13.7% | -11.1% | -2.6% | -10.2% |
| 3M | -35.1% | -36.7% | +1.6% | -24.9% |
| 6M | +3.6% | -21.9% | +25.6% | +10.4% |
| YTD | -21.7% | +9.1% | -30.9% | -27.2% |
| 1Y | +1.3% | +30.0% | -28.7% | -12.4% |
| 3Y | +9.7% | +138.5% | -128.8% | -28.3% |
| 5Y | +117.4% | +158.3% | -41.0% | +31.9% |
| 10Y | +435.5% | +700.8% | -265.3% | +77.8% |
| All | +726.4% | +2,008.4% | -1,282.0% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling