+17.1%
MCHP vs FSLR
+2.3%
+14.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.3% |
| 7D | 0.0% | +2.2% | -2.2% | -0.9% |
| 30D | -6.0% | -7.8% | +1.8% | -3.5% |
| 3M | -19.7% | -22.9% | +3.2% | -12.7% |
| 6M | +14.0% | +4.4% | +9.6% | +15.1% |
| YTD | +18.4% | -20.0% | +38.4% | +24.5% |
| 1Y | +17.1% | +2.8% | +14.3% | +18.7% |
| All | +17.1% | +2.3% | +14.8% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling