+53.8%
MMM vs FSLR
+464.5%
-410.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.1% |
| 7D | -1.6% | +6.8% | -8.4% | -2.4% |
| 30D | -8.0% | -14.7% | +6.7% | -6.4% |
| 3M | +9.4% | -22.6% | +31.9% | +12.2% |
| 6M | +10.2% | +12.7% | -2.5% | +7.9% |
| YTD | +6.1% | -18.4% | +24.5% | +7.3% |
| 1Y | +10.8% | +4.9% | +5.8% | +8.2% |
| 3Y | +104.8% | +16.4% | +88.4% | +89.1% |
| 5Y | +27.0% | +123.5% | -96.4% | +4.4% |
| 10Y | +53.8% | +454.3% | -400.6% | +5.5% |
| All | +53.8% | +464.5% | -410.7% | +5.5% |
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