+230.8%
MRK vs FSLR
+429.3%
-198.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +0.7% | -14.8% | +15.5% | +1.4% |
| 30D | +0.3% | -4.3% | +4.6% | +0.4% |
| 3M | +9.7% | -23.4% | +33.0% | +10.9% |
| 6M | +32.0% | -26.9% | +58.9% | +33.3% |
| YTD | +43.3% | -34.4% | +77.7% | +45.1% |
| 1Y | +63.7% | -33.2% | +96.9% | +65.5% |
| 3Y | +58.0% | +28.1% | +30.0% | +51.6% |
| 5Y | +105.0% | +54.5% | +50.5% | +92.3% |
| All | +230.8% | +429.3% | -198.5% | +165.9% |
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 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