+12.2%
FSLR vs MULL
+2,561.4%
-2,549.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.8% | -13.2% | -2.9% |
| 7D | 0.0% | +17.3% | -17.3% | -2.1% |
| 30D | -13.7% | +23.5% | -37.2% | -16.6% |
| 3M | -35.1% | -24.0% | -11.1% | -36.5% |
| 6M | +3.6% | +276.7% | -273.1% | -21.4% |
| YTD | -21.7% | +565.1% | -586.8% | -46.8% |
| 1Y | +1.3% | +2,802.6% | -2,801.3% | -46.3% |
| All | +12.2% | +2,561.4% | -2,549.2% | -47.4% |
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 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