+453.5%
FSLR vs MXL
+284.4%
+169.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.0% | +5.0% | +2.6% |
| 7D | -0.1% | +16.6% | -16.8% | -3.2% |
| 30D | -14.0% | +0.5% | -14.5% | -14.9% |
| 3M | -16.9% | -3.6% | -13.3% | -19.6% |
| 6M | +4.7% | +328.0% | -323.3% | -33.5% |
| YTD | -20.7% | +297.8% | -318.5% | -49.2% |
| 1Y | +1.7% | +339.4% | -337.8% | -37.3% |
| 3Y | +13.1% | +201.7% | -188.7% | -33.5% |
| 5Y | +108.4% | +32.8% | +75.6% | +45.1% |
| All | +453.5% | +284.4% | +169.1% | +176.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling