+1,632.0%
MPWR vs FSLR
+424.2%
+1,207.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.3% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | -9.0% | -13.7% | +4.6% | -4.7% |
| 3M | -25.8% | -35.1% | +9.3% | -14.5% |
| 6M | +11.8% | +3.6% | +8.1% | +10.4% |
| YTD | +35.5% | -21.7% | +57.2% | +44.7% |
| 1Y | +45.3% | +1.3% | +44.0% | +41.0% |
| 3Y | +138.5% | +9.7% | +128.8% | +105.1% |
| 5Y | +152.8% | +117.4% | +35.4% | +57.6% |
| All | +1,632.0% | +424.2% | +1,207.8% | +677.4% |
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