+564.6%
MPC vs FSLR
+60.7%
+503.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.5% | +0.3% |
| 7D | -8.8% | -2.6% | -6.2% | -8.8% |
| 30D | -14.4% | +1.8% | -16.2% | -14.6% |
| 3M | +21.9% | -24.4% | +46.3% | +24.1% |
| 6M | +60.1% | -17.7% | +77.8% | +61.0% |
| YTD | +142.3% | -30.7% | +173.0% | +146.4% |
| 1Y | +101.7% | -33.6% | +135.3% | +105.6% |
| 3Y | +184.8% | +35.1% | +149.6% | +157.9% |
| 5Y | +564.6% | +63.1% | +501.5% | +504.7% |
| All | +564.6% | +60.7% | +503.9% | +504.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling