+11.4%
FSLR vs MULL
+2,620.5%
-2,609.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +5.4% | -10.2% | -5.4% |
| 7D | +0.2% | +14.8% | -14.5% | -1.7% |
| 30D | -15.1% | +36.6% | -51.7% | -19.2% |
| 3M | -22.5% | -8.9% | -13.7% | -25.8% |
| 6M | +4.0% | +311.9% | -308.0% | -22.0% |
| YTD | -22.3% | +579.8% | -602.1% | -47.3% |
| 1Y | 0.0% | +2,421.5% | -2,421.5% | -45.7% |
| All | +11.4% | +2,620.5% | -2,609.0% | -47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling