+1.7%
FSLR vs MXL
+329.6%
-328.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.0% | +5.0% | +2.2% |
| 7D | -0.1% | +16.6% | -16.8% | -1.3% |
| 30D | -14.0% | +0.5% | -14.5% | -14.4% |
| 3M | -16.9% | -3.6% | -13.3% | -17.3% |
| 6M | +4.7% | +328.0% | -323.3% | -9.4% |
| YTD | -20.7% | +297.8% | -318.5% | -31.1% |
| 1Y | +1.7% | +339.4% | -337.8% | -14.3% |
| All | +1.7% | +329.6% | -328.0% | -14.3% |
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