+163.8%
MPC vs FSLR
+32.4%
+131.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -4.0% | -1.3% |
| 7D | -16.2% | +15.3% | -31.5% | -16.7% |
| 30D | -15.7% | +11.7% | -27.4% | -16.1% |
| 3M | +24.9% | -17.6% | +42.5% | +26.1% |
| 6M | +52.7% | -7.7% | +60.4% | +52.5% |
| YTD | +131.9% | -23.0% | +154.9% | +134.1% |
| 1Y | +96.6% | -26.0% | +122.7% | +98.9% |
| 3Y | +163.8% | +36.9% | +126.9% | +130.7% |
| All | +163.8% | +32.4% | +131.4% | +130.7% |
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