+67.0%
MDT vs FSLR
+432.1%
-365.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.3% |
| 7D | -3.7% | -12.0% | +8.3% | -2.5% |
| 30D | +8.6% | -7.7% | +16.2% | +9.3% |
| 3M | +12.2% | -24.0% | +36.2% | +14.9% |
| 6M | +33.7% | -24.4% | +58.2% | +36.2% |
| YTD | +7.8% | -34.0% | +41.9% | +10.7% |
| 1Y | +8.9% | -35.6% | +44.5% | +11.9% |
| 3Y | +57.6% | +28.7% | +29.0% | +42.9% |
| 5Y | -0.7% | +55.3% | -56.0% | -15.8% |
| All | +67.0% | +432.1% | -365.1% | +10.3% |
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