+1,788.2%
MPWR vs FSLR
+429.3%
+1,358.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.8% |
| 7D | +16.8% | -14.8% | +31.6% | +22.9% |
| 30D | +11.9% | -4.3% | +16.2% | +13.0% |
| 3M | +2.2% | -23.4% | +25.6% | +10.7% |
| 6M | -15.5% | -26.9% | +11.5% | -7.1% |
| YTD | +54.2% | -34.4% | +88.6% | +73.4% |
| 1Y | +51.5% | -33.2% | +84.7% | +68.9% |
| 3Y | +180.2% | +28.1% | +152.2% | +124.5% |
| 5Y | +156.8% | +54.5% | +102.2% | +76.9% |
| All | +1,788.2% | +429.3% | +1,358.9% | +770.5% |
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