+78.4%
MMM vs FSLR
+464.2%
-385.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -2.6% | -8.4% | +5.8% | -1.7% |
| 30D | +17.4% | -0.9% | +18.3% | +17.4% |
| 3M | +3.6% | -26.1% | +29.7% | +7.0% |
| 6M | +33.0% | -23.6% | +56.7% | +36.1% |
| YTD | +19.6% | -31.8% | +51.5% | +23.3% |
| 1Y | +14.0% | -32.6% | +46.6% | +17.5% |
| 3Y | +164.3% | +33.0% | +131.3% | +138.2% |
| 5Y | +49.3% | +56.8% | -7.4% | +28.0% |
| 10Y | +78.4% | +455.6% | -377.2% | +23.5% |
| All | +78.4% | +464.2% | -385.8% | +23.5% |
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