+90.0%
MDLZ vs FSLR
+498.1%
-408.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.3% |
| 7D | +1.7% | +15.3% | -13.7% | +1.0% |
| 30D | +11.2% | +11.7% | -0.5% | +10.6% |
| 3M | +6.1% | -17.6% | +23.8% | +7.0% |
| 6M | +8.6% | -7.7% | +16.3% | +8.4% |
| YTD | +25.8% | -23.0% | +48.9% | +26.6% |
| 1Y | +21.7% | -26.0% | +47.7% | +22.5% |
| 3Y | +5.8% | +36.9% | -31.0% | +0.4% |
| 5Y | +21.4% | +72.9% | -51.5% | +10.8% |
| All | +90.0% | +498.1% | -408.1% | +38.7% |
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 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