-13.2%
MCHP vs FSLR
+29.6%
-42.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +5.7% | -14.8% | +20.5% | +10.5% |
| 30D | -13.4% | -4.3% | -9.1% | -12.8% |
| 3M | -20.1% | -23.4% | +3.3% | -14.5% |
| 6M | -35.5% | -26.9% | -8.6% | -29.8% |
| YTD | -1.6% | -34.4% | +32.8% | +8.7% |
| 1Y | +15.5% | -33.2% | +48.7% | +26.6% |
| 3Y | -13.2% | +28.1% | -41.2% | -27.1% |
| All | -13.2% | +29.6% | -42.8% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling