-5.5%
FSLR vs MULL
+1,303.2%
-1,308.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -2.9% |
| 7D | -12.0% | +43.3% | -55.3% | -15.9% |
| 30D | -7.7% | -37.4% | +29.8% | -4.5% |
| 3M | -24.0% | -36.8% | +12.8% | -22.7% |
| 6M | -24.4% | -36.9% | +12.4% | -28.1% |
| YTD | -34.0% | +250.7% | -284.7% | -53.0% |
| 1Y | -35.6% | +337.6% | -373.2% | -56.2% |
| All | -5.5% | +1,303.2% | -1,308.6% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling