+4.4%
MCHP vs FSLR
+112.6%
-108.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | +0.9% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | -9.8% | -15.1% | +5.4% | -5.5% |
| 3M | -19.7% | -22.5% | +2.8% | -13.5% |
| 6M | +13.6% | +4.0% | +9.6% | +12.3% |
| YTD | +16.5% | -22.3% | +38.8% | +23.5% |
| 1Y | +15.7% | 0.0% | +15.7% | +13.4% |
| 3Y | 0.0% | +10.9% | -10.9% | -12.6% |
| 5Y | +4.4% | +105.4% | -101.0% | -34.4% |
| All | +4.4% | +112.6% | -108.2% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling