+1,033.6%
MCD vs FSLR
+627.0%
+406.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.5% |
| 7D | -1.9% | -8.4% | +6.5% | -1.4% |
| 30D | +16.6% | -0.9% | +17.5% | +16.6% |
| 3M | +0.9% | -26.1% | +27.0% | +2.9% |
| 6M | +1.5% | -23.6% | +25.1% | +2.8% |
| YTD | -8.3% | -31.8% | +23.5% | -6.8% |
| 1Y | -8.1% | -32.6% | +24.4% | -6.6% |
| 3Y | +10.3% | +33.0% | -22.7% | +3.6% |
| 5Y | +23.4% | +56.8% | -33.4% | +12.0% |
| 10Y | +205.9% | +455.6% | -249.6% | +141.1% |
| All | +1,033.6% | +627.0% | +406.6% | +749.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling