+146.5%
MPWR vs FSLR
+32.4%
+114.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.7% | +2.5% | +4.4% |
| 7D | -1.7% | +15.3% | -17.1% | -5.9% |
| 30D | -16.5% | +11.7% | -28.2% | -19.3% |
| 3M | -12.3% | -17.6% | +5.3% | -7.7% |
| 6M | -27.7% | -7.7% | -20.0% | -25.9% |
| YTD | +32.0% | -23.0% | +55.0% | +39.9% |
| 1Y | +25.1% | -26.0% | +51.1% | +33.8% |
| 3Y | +146.5% | +36.9% | +109.6% | +106.7% |
| All | +146.5% | +32.4% | +114.1% | +106.7% |
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