-20.1%
MDT vs FSLR
+116.7%
-136.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -2.1% |
| 7D | +0.4% | +6.8% | -6.4% | +0.1% |
| 30D | +6.0% | -14.7% | +20.7% | +6.7% |
| 3M | +15.5% | -22.6% | +38.1% | +16.7% |
| 6M | +3.4% | +12.7% | -9.3% | +2.3% |
| YTD | -2.2% | -18.4% | +16.2% | -1.8% |
| 1Y | +2.6% | +4.9% | -2.4% | +1.3% |
| 3Y | +27.5% | +16.4% | +11.1% | +21.8% |
| 5Y | -20.1% | +123.5% | -143.5% | -28.9% |
| All | -20.1% | +116.7% | -136.8% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling