+954.8%
MCD vs FSLR
+734.5%
+220.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.4% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -6.0% | -13.7% | +7.6% | -5.1% |
| 3M | -5.6% | -35.1% | +29.5% | -3.0% |
| 6M | -21.9% | +3.6% | -25.5% | -22.5% |
| YTD | -14.7% | -21.7% | +7.0% | -14.0% |
| 1Y | -17.3% | +1.3% | -18.5% | -18.4% |
| 3Y | -2.2% | +9.7% | -11.9% | -6.5% |
| 5Y | +20.3% | +117.4% | -97.1% | +6.5% |
| 10Y | +180.7% | +435.5% | -254.8% | +121.8% |
| All | +954.8% | +734.5% | +220.3% | +683.5% |
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