+28.1%
FSLR vs MXL
+237.7%
-209.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | 0.0% |
| 7D | -14.8% | +13.4% | -28.2% | -16.0% |
| 30D | -4.3% | -29.2% | +24.9% | -1.8% |
| 3M | -23.4% | -27.2% | +3.8% | -22.3% |
| 6M | -26.9% | -36.4% | +9.5% | -26.1% |
| YTD | -34.4% | +220.0% | -254.4% | -47.4% |
| 1Y | -33.2% | +304.8% | -338.0% | -48.5% |
| 3Y | +28.1% | +238.5% | -210.4% | -23.3% |
| All | +28.1% | +237.7% | -209.6% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling