+193.4%
MCD vs FSLR
+429.3%
-235.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -1.6% | -14.8% | +13.1% | -0.7% |
| 30D | +14.1% | -4.3% | +18.4% | +14.4% |
| 3M | +0.6% | -23.4% | +24.0% | +2.2% |
| 6M | 0.0% | -26.9% | +27.0% | +1.4% |
| YTD | -9.3% | -34.4% | +25.1% | -7.7% |
| 1Y | -9.3% | -33.2% | +23.9% | -7.9% |
| 3Y | +8.6% | +28.1% | -19.4% | +1.0% |
| 5Y | +21.9% | +54.5% | -32.6% | +8.1% |
| All | +193.4% | +429.3% | -235.9% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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