+1,171.8%
MPC vs FSLR
+429.3%
+742.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.5% |
| 7D | +11.2% | -14.8% | +26.0% | +14.3% |
| 30D | -14.5% | -4.3% | -10.2% | -14.2% |
| 3M | +16.7% | -23.4% | +40.1% | +21.4% |
| 6M | +67.6% | -26.9% | +94.5% | +73.7% |
| YTD | +157.9% | -34.4% | +192.3% | +169.9% |
| 1Y | +116.7% | -33.2% | +149.9% | +125.1% |
| 3Y | +199.8% | +28.1% | +171.7% | +145.8% |
| 5Y | +604.4% | +54.5% | +549.9% | +407.2% |
| All | +1,171.8% | +429.3% | +742.5% | +455.3% |
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