+103.6%
FSLR vs MUB
+76.3%
+27.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | 0.0% | -0.9% | +0.9% | +0.5% |
| 30D | -13.7% | -1.4% | -12.2% | -13.0% |
| 3M | -35.1% | -2.2% | -32.9% | -34.3% |
| 6M | +3.6% | -1.9% | +5.5% | +4.8% |
| YTD | -21.7% | -0.8% | -21.0% | -21.3% |
| 1Y | +1.3% | +2.7% | -1.5% | +0.1% |
| 3Y | +9.7% | +8.6% | +1.1% | +6.2% |
| 5Y | +117.4% | +2.0% | +115.3% | +113.8% |
| 10Y | +435.5% | +17.9% | +417.6% | +417.5% |
| All | +103.6% | +76.3% | +27.3% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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