+3,101.0%
MPC vs FSLR
+68.1%
+3,032.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | +5.4% | 0.0% | +5.4% | +5.4% |
| 30D | +31.0% | -13.7% | +44.6% | +34.0% |
| 3M | +46.0% | -35.1% | +81.1% | +56.1% |
| 6M | +77.3% | +3.6% | +73.7% | +73.3% |
| YTD | +141.9% | -21.7% | +163.6% | +146.9% |
| 1Y | +120.9% | +1.3% | +119.6% | +113.2% |
| 3Y | +182.7% | +9.7% | +173.0% | +151.7% |
| 5Y | +646.4% | +117.4% | +529.1% | +446.8% |
| 10Y | +1,138.7% | +435.5% | +703.2% | +605.0% |
| All | +3,101.0% | +68.1% | +3,032.9% | +3,095.9% |
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