+29.4%
MMM vs FSLR
+117.9%
-88.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.3% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | -7.0% | -13.7% | +6.6% | -5.8% |
| 3M | +10.8% | -35.1% | +45.9% | +14.8% |
| 6M | +5.8% | +3.6% | +2.1% | +4.7% |
| YTD | +6.8% | -21.7% | +28.5% | +8.1% |
| 1Y | +10.4% | +1.3% | +9.1% | +8.6% |
| 3Y | +104.7% | +9.7% | +95.0% | +91.2% |
| All | +29.4% | +117.9% | -88.5% | +11.1% |
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