+57.4%
MDT vs FSLR
+29.6%
+27.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | +1.0% | -14.8% | +15.8% | +1.5% |
| 30D | +9.2% | -4.3% | +13.5% | +9.3% |
| 3M | +14.5% | -23.4% | +37.9% | +15.3% |
| 6M | +37.3% | -26.9% | +64.2% | +38.2% |
| YTD | +9.8% | -34.4% | +44.2% | +10.6% |
| 1Y | +10.5% | -33.2% | +43.7% | +11.2% |
| 3Y | +57.4% | +28.1% | +29.4% | +46.6% |
| All | +57.4% | +29.6% | +27.8% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling