+125.2%
MPWR vs FSLR
+70.5%
+54.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.7% | +2.5% | +4.3% |
| 7D | -1.7% | +15.3% | -17.1% | -6.4% |
| 30D | -16.5% | +11.7% | -28.2% | -19.6% |
| 3M | -12.3% | -17.6% | +5.3% | -7.1% |
| 6M | -27.7% | -7.7% | -20.0% | -26.1% |
| YTD | +32.0% | -23.0% | +55.0% | +41.0% |
| 1Y | +25.1% | -26.0% | +51.1% | +35.1% |
| 3Y | +146.5% | +36.9% | +109.6% | +92.0% |
| All | +125.2% | +70.5% | +54.7% | +23.5% |
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 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