+116.3%
MP vs FSLR
+28.8%
+87.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.6% | -6.7% | -6.2% |
| 7D | -19.0% | +10.7% | -29.6% | -21.3% |
| 30D | -30.5% | +8.9% | -39.4% | -32.2% |
| 3M | -29.6% | -17.3% | -12.2% | -26.3% |
| 6M | -50.4% | -10.8% | -39.7% | -49.0% |
| YTD | -33.2% | -25.1% | -8.2% | -29.4% |
| 1Y | -38.6% | -29.4% | -9.1% | -34.2% |
| All | +116.3% | +28.8% | +87.4% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling