+1,040.7%
MCD vs FSLR
+721.0%
+319.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.3% | -0.7% |
| 7D | +7.1% | +15.3% | -8.2% | +6.1% |
| 30D | +19.8% | +11.7% | +8.1% | +18.8% |
| 3M | +0.8% | -17.6% | +18.4% | +2.0% |
| 6M | -1.3% | -7.7% | +6.4% | -1.4% |
| YTD | -7.8% | -23.0% | +15.3% | -7.0% |
| 1Y | -5.0% | -26.0% | +21.1% | -4.0% |
| 3Y | +10.5% | +36.9% | -26.3% | +3.7% |
| 5Y | +22.0% | +72.9% | -51.0% | +10.0% |
| 10Y | +216.7% | +519.3% | -302.6% | +147.7% |
| All | +1,040.7% | +721.0% | +319.7% | +747.3% |
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 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