+40.6%
MDT vs FSLR
+431.1%
-390.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.2% | -0.1% |
| 7D | -0.3% | +0.2% | -0.6% | -0.4% |
| 30D | +2.8% | -15.1% | +17.9% | +4.3% |
| 3M | +13.1% | -22.5% | +35.6% | +15.5% |
| 6M | +2.3% | +4.0% | -1.6% | +1.0% |
| YTD | -2.7% | -22.3% | +19.6% | -1.5% |
| 1Y | +0.9% | 0.0% | +0.8% | -1.0% |
| 3Y | +26.8% | +10.9% | +16.0% | +18.2% |
| 5Y | -19.5% | +105.4% | -124.8% | -33.7% |
| 10Y | +40.6% | +447.0% | -406.4% | -7.0% |
| All | +40.6% | +431.1% | -390.5% | -7.0% |
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