+21.6%
MCD vs FSLR
+117.9%
-96.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.8% |
| 3M | -5.6% | -35.1% | +29.5% | -4.7% |
| 6M | -21.9% | +3.6% | -25.5% | -22.2% |
| YTD | -14.7% | -21.7% | +7.0% | -14.5% |
| 1Y | -17.3% | +1.3% | -18.5% | -17.9% |
| 3Y | -2.2% | +9.7% | -11.9% | -4.8% |
| All | +21.6% | +117.9% | -96.3% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling