-1.5%
MCD vs FSLR
+11.2%
-12.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.5% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -6.0% | -13.7% | +7.6% | -6.0% |
| 3M | -5.6% | -35.1% | +29.5% | -5.5% |
| 6M | -21.9% | +3.6% | -25.5% | -22.1% |
| YTD | -14.7% | -21.7% | +7.0% | -14.8% |
| 1Y | -17.3% | +1.3% | -18.5% | -17.8% |
| All | -1.5% | +11.2% | -12.7% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling