+254.1%
MP vs FSLR
+300.6%
-46.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.2% | +4.1% |
| 7D | -10.5% | +15.3% | -25.8% | -14.7% |
| 30D | -23.5% | +11.7% | -35.2% | -26.3% |
| 3M | -25.4% | -17.6% | -7.8% | -21.2% |
| 6M | -51.3% | -7.7% | -43.5% | -50.3% |
| YTD | -29.9% | -23.0% | -6.9% | -25.6% |
| 1Y | -31.8% | -26.0% | -5.8% | -26.7% |
| 3Y | +127.0% | +36.9% | +90.1% | +77.8% |
| 5Y | -3.3% | +72.9% | -76.2% | -38.1% |
| All | +254.1% | +300.6% | -46.5% | +120.8% |
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