-26.0%
FSLR vs MULL
+444.9%
-470.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -13.8% | +18.4% | +6.1% |
| 7D | +10.3% | -35.9% | +46.2% | +15.4% |
| 30D | +10.4% | -47.3% | +57.8% | +17.5% |
| 3M | -20.2% | -30.6% | +10.4% | -18.8% |
| 6M | -8.0% | +13.7% | -21.7% | -17.8% |
| YTD | -25.5% | +272.1% | -297.7% | -47.0% |
| 1Y | -26.0% | +475.1% | -501.0% | -52.4% |
| All | -26.0% | +444.9% | -470.8% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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