+13.2%
FSLR vs MXL
+209.6%
-196.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +7.5% | -12.3% | -5.6% |
| 7D | +0.2% | +19.0% | -18.7% | -1.7% |
| 30D | -15.1% | +4.5% | -19.6% | -16.0% |
| 3M | -22.5% | -1.5% | -21.0% | -23.9% |
| 6M | +4.0% | +348.6% | -344.7% | -18.8% |
| YTD | -22.3% | +310.3% | -332.5% | -38.8% |
| 1Y | 0.0% | +344.7% | -344.7% | -22.9% |
| All | +13.2% | +209.6% | -196.3% | -11.9% |
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