+80.3%
MMM vs FSLR
+498.1%
-417.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.7% |
| 7D | +6.2% | +15.3% | -9.1% | +4.5% |
| 30D | +14.2% | +11.7% | +2.5% | +12.7% |
| 3M | +2.9% | -17.6% | +20.5% | +5.0% |
| 6M | +27.6% | -7.7% | +35.3% | +27.7% |
| YTD | +17.3% | -23.0% | +40.3% | +19.2% |
| 1Y | +15.1% | -26.0% | +41.1% | +17.3% |
| 3Y | +157.1% | +36.9% | +120.3% | +131.5% |
| 5Y | +45.1% | +72.9% | -27.8% | +23.1% |
| All | +80.3% | +498.1% | -417.8% | +23.2% |
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