+17.0%
FSLR vs MULL
+2,481.0%
-2,464.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.3% | +4.7% |
| 7D | +6.8% | +14.0% | -7.2% | +4.9% |
| 30D | -14.7% | +24.8% | -39.5% | -17.8% |
| 3M | -22.6% | -16.1% | -6.5% | -25.0% |
| 6M | +12.7% | +330.9% | -318.2% | -15.9% |
| YTD | -18.4% | +545.0% | -563.4% | -44.3% |
| 1Y | +4.9% | +2,427.1% | -2,422.2% | -43.2% |
| All | +17.0% | +2,481.0% | -2,464.0% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling