+373.8%
MDLZ vs FSLR
+721.0%
-347.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.4% |
| 7D | +1.7% | +15.3% | -13.7% | +0.7% |
| 30D | +11.2% | +11.7% | -0.5% | +10.4% |
| 3M | +6.1% | -17.6% | +23.8% | +7.3% |
| 6M | +8.6% | -7.7% | +16.3% | +8.4% |
| YTD | +25.8% | -23.0% | +48.9% | +26.8% |
| 1Y | +21.7% | -26.0% | +47.7% | +22.8% |
| 3Y | +5.8% | +36.9% | -31.0% | -0.1% |
| 5Y | +21.4% | +72.9% | -51.5% | +10.4% |
| 10Y | +97.2% | +519.3% | -422.1% | +56.0% |
| All | +373.8% | +721.0% | -347.2% | +271.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling