+343.9%
MMM vs FSLR
+734.5%
-390.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.4% |
| 3M | +10.8% | -35.1% | +45.9% | +16.2% |
| 6M | +5.8% | +3.6% | +2.1% | +4.5% |
| YTD | +6.8% | -21.7% | +28.5% | +8.6% |
| 1Y | +10.4% | +1.3% | +9.1% | +8.3% |
| 3Y | +104.7% | +9.7% | +95.0% | +91.2% |
| 5Y | +23.6% | +117.4% | -93.8% | +2.8% |
| 10Y | +54.1% | +435.5% | -381.4% | +7.8% |
| All | +343.9% | +734.5% | -390.6% | +206.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling