-32.6%
FSLR vs MULL
+338.1%
-370.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +24.0% | -25.6% | -3.8% |
| 7D | -8.4% | -2.5% | -5.9% | -9.3% |
| 30D | -0.9% | -40.1% | +39.2% | +2.6% |
| 3M | -26.1% | -28.2% | +2.1% | -26.1% |
| 6M | -23.6% | -39.6% | +15.9% | -26.5% |
| YTD | -31.8% | +262.6% | -294.5% | -50.4% |
| 1Y | -32.6% | +366.2% | -398.8% | -53.6% |
| All | -32.6% | +338.1% | -370.7% | -53.6% |
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