+335.9%
MDLZ vs FSLR
+734.5%
-398.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | -0.2% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -2.1% | -13.7% | +11.6% | -1.2% |
| 3M | +1.3% | -35.1% | +36.4% | +3.8% |
| 6M | +6.2% | +3.6% | +2.6% | +5.3% |
| YTD | +15.8% | -21.7% | +37.5% | +16.7% |
| 1Y | +4.1% | +1.3% | +2.8% | +2.9% |
| 3Y | -4.1% | +9.7% | -13.8% | -7.9% |
| 5Y | +13.4% | +117.4% | -104.0% | +1.3% |
| 10Y | +75.7% | +435.5% | -359.7% | +40.5% |
| All | +335.9% | +734.5% | -398.6% | +241.9% |
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