-26.0%
FSLR vs MXL
+276.5%
-302.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -11.1% | +15.8% | +5.4% |
| 7D | +10.3% | -24.3% | +34.7% | +12.5% |
| 30D | +10.4% | -46.1% | +56.5% | +15.1% |
| 3M | -20.2% | -21.8% | +1.7% | -19.5% |
| 6M | -8.0% | -27.2% | +19.2% | -7.2% |
| YTD | -25.5% | +226.2% | -251.7% | -37.6% |
| 1Y | -26.0% | +297.0% | -323.0% | -42.3% |
| All | -26.0% | +276.5% | -302.4% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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