+102.0%
MDLZ vs FSLR
+458.2%
-356.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.4% |
| 7D | +2.2% | -2.6% | +4.8% | +2.3% |
| 30D | +10.1% | +1.8% | +8.4% | +10.0% |
| 3M | +9.1% | -24.4% | +33.5% | +10.3% |
| 6M | +10.0% | -17.7% | +27.7% | +10.4% |
| YTD | +26.8% | -30.7% | +57.6% | +28.1% |
| 1Y | +22.5% | -33.6% | +56.1% | +23.9% |
| 3Y | +5.3% | +35.1% | -29.9% | -0.2% |
| 5Y | +21.4% | +63.1% | -41.6% | +11.0% |
| 10Y | +102.0% | +466.4% | -364.4% | +49.8% |
| All | +102.0% | +458.2% | -356.2% | +49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling