+445.3%
MP vs FSLR
+307.2%
+138.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.9% |
| 7D | -2.9% | 0.0% | -2.8% | -2.9% |
| 30D | +13.8% | -13.7% | +27.5% | +19.0% |
| 3M | -16.7% | -35.1% | +18.4% | -4.8% |
| 6M | -11.5% | +3.6% | -15.1% | -12.3% |
| YTD | +7.9% | -21.7% | +29.7% | +14.6% |
| 1Y | -15.0% | +1.3% | -16.3% | -17.5% |
| 3Y | +153.5% | +9.7% | +143.8% | +116.0% |
| 5Y | +58.7% | +117.4% | -58.7% | -4.4% |
| All | +445.3% | +307.2% | +138.1% | +240.1% |
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 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