+96.9%
FSLR vs MXL
+40.1%
+56.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.5% | -6.6% | -0.2% |
| 7D | +2.2% | +18.9% | -16.6% | -0.4% |
| 30D | -7.8% | +0.3% | -8.1% | -8.4% |
| 3M | -22.9% | -8.0% | -14.9% | -24.2% |
| 6M | +4.4% | +341.2% | -336.9% | -26.0% |
| YTD | -20.0% | +327.8% | -347.8% | -43.4% |
| 1Y | +2.8% | +364.9% | -362.1% | -29.3% |
| 3Y | +16.5% | +229.2% | -212.7% | -23.4% |
| All | +96.9% | +40.1% | +56.8% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling