+418.1%
FSLR vs MXL
+161.9%
+256.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.5% |
| 7D | -14.8% | +13.4% | -28.2% | -17.2% |
| 30D | -4.3% | -29.2% | +24.9% | +0.1% |
| 3M | -23.4% | -27.2% | +3.8% | -21.8% |
| 6M | -26.9% | -36.4% | +9.5% | -26.1% |
| YTD | -34.4% | +220.0% | -254.4% | -57.9% |
| 1Y | -33.2% | +304.8% | -338.0% | -59.8% |
| 3Y | +28.1% | +238.5% | -210.4% | -31.1% |
| 5Y | +54.5% | -18.8% | +73.3% | +18.5% |
| All | +418.1% | +161.9% | +256.2% | +152.7% |
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